Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579539.4585 | 518791.9174 | 60747.5411 | 21418.7273 | 493843.2819 | -472424.5545 |
Total P&L (%) | 579.5395 | 518.7919 | 60.7475 | 21.4187 | 493.8433 | -472.4246 |
Avg Daily Profit (%) | 0.3134 | 0.2806 | 0.0329 | 0.0105 | 0.0964 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152822 | -86428 | -79856 | -782303 | -449743 | -462255 |
Profit Factor | 2.174 | 3.1856 | 1.237 | 1.0095 | 1.5859 | 0.6637 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.4028 | 5.5024 | 1.7525 | 1.5801 | 2.7393 | 0.9403 |
Largest Winning Trade | 554806 | 554806 | 55333 | 554806 | 554806 | 296388 |
Largest Losing Trade | -74153 | -29673 | -74153 | -485562 | -136060 | -485562 |
Avg Bars in Trades | 90 | 77 | 103 | 90 | 77 | 103 |
Avg Bars in Winners | 172 | 138 | 203 | 172 | 138 | 203 |
Avg Bars in Losers | 37 | 42 | 32 | 37 | 42 | 32 |
Bars Traded | 5319 | 2326 | 2993 | 5319 | 2326 | 2993 |
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 | -170918 | 344950 | -152215 | -577749 | -66572 | -584185 |
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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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