Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656257.1764 | 512234.9602 | 144022.2162 | 341295.1169 | -375576.5881 | 716871.7051 |
Total P&L (%) | 656.2572 | 512.235 | 144.0222 | 341.2951 | -375.5766 | 716.8717 |
Avg Daily Profit (%) | 0.4424 | 0.3453 | 0.0971 | 0.1001 | 0 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148436 | -134987 | -61967 | -780570 | -771483 | -293449 |
Profit Factor | 2.0332 | 2.2392 | 1.6493 | 1.1119 | 0.8277 | 1.8227 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 48.6842 | 36.8421 | 60.5263 | 48.6842 | 36.8421 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.1431 | 3.8386 | 1.0756 | 1.172 | 1.4189 | 1.1887 |
Largest Winning Trade | 295269 | 295269 | 60974 | 436086 | 436086 | 352881 |
Largest Losing Trade | -38231 | -38231 | -37742 | -356171 | -356171 | -154373 |
Avg Bars in Trades | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Winners | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Losers | 30 | 38 | 19 | 30 | 38 | 19 |
Bars Traded | 2877 | 1556 | 1321 | 2877 | 1556 | 1321 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40315 | 303747 | -59972 | -211070 | -584215 | 8602 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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