Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693875.1083 | 547390.9445 | 146484.1638 | 326961.0967 | -483085.4637 | 810046.5604 |
Total P&L (%) | 693.8751 | 547.3909 | 146.4842 | 326.9611 | -483.0855 | 810.0466 |
Avg Daily Profit (%) | 0.4679 | 0.3691 | 0.0988 | 0.0979 | 0 | 0.149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116456 | -132432 | -59608 | -1577291 | -1391843 | -499392 |
Profit Factor | 2.2246 | 2.5018 | 1.7248 | 1.0723 | 0.8429 | 1.5594 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 39.4366 | 25 | 54.2857 | 39.4366 | 25 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.4164 | 7.5053 | 1.4525 | 1.6467 | 2.5287 | 1.3132 |
Largest Winning Trade | 476945 | 476945 | 64965 | 1128368 | 1128368 | 389359 |
Largest Losing Trade | -38012 | -24614 | -38012 | -360489 | -360489 | -244475 |
Avg Bars in Trades | 40 | 33 | 46 | 40 | 33 | 46 |
Avg Bars in Winners | 66 | 70 | 64 | 66 | 70 | 64 |
Avg Bars in Losers | 22 | 21 | 25 | 22 | 21 | 25 |
Bars Traded | 2847 | 1206 | 1641 | 2847 | 1206 | 1641 |
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 | -80824 | -15565 | -58401 | -297521 | -607817 | 306675 |
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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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