Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471048.9093 | 421114.7752 | 49934.1341 | 70607.7393 | 296099.2077 | -225491.4684 |
Total P&L (%) | 471.0489 | 421.1148 | 49.9341 | 70.6077 | 296.0992 | -225.4915 |
Avg Daily Profit (%) | 0.2543 | 0.2273 | 0.027 | 0.0288 | 0.0743 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177119 | -112725 | -109571 | -681367 | -411841 | -411496 |
Profit Factor | 1.8898 | 2.5533 | 1.1933 | 1.0533 | 1.456 | 0.666 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 41.2698 | 43.75 | 38.7097 | 41.2698 | 43.75 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.6893 | 3.2828 | 1.8894 | 1.4989 | 1.872 | 1.0545 |
Largest Winning Trade | 397015 | 397015 | 65973 | 608807 | 608807 | 100373 |
Largest Losing Trade | -49644 | -49644 | -37520 | -285966 | -192119 | -285966 |
Avg Bars in Trades | 113 | 98 | 129 | 113 | 98 | 129 |
Avg Bars in Winners | 196 | 160 | 237 | 196 | 160 | 237 |
Avg Bars in Losers | 55 | 49 | 61 | 55 | 49 | 61 |
Bars Traded | 7154 | 3146 | 4007 | 7154 | 3146 | 4007 |
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 | -143000 | 369345 | -169399 | -470908 | -94011 | -583541 |
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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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