Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602083.0322 | 466164.1771 | 135918.8551 | 838212.7764 | -183352.4323 | 1021565.2087 |
Total P&L (%) | 602.083 | 466.1642 | 135.9189 | 838.2128 | -183.3524 | 1021.5652 |
Avg Daily Profit (%) | 0.3113 | 0.241 | 0.0703 | 0.1158 | 0 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85092 | -61115 | -55169 | -965907 | -967772 | -391394 |
Profit Factor | 2.3318 | 2.8182 | 1.6945 | 1.2882 | 0.8987 | 1.9297 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.2645 | 4.4286 | 2.1182 | 1.8035 | 1.4122 | 2.4122 |
Largest Winning Trade | 318384 | 318384 | 55879 | 548177 | 300809 | 548177 |
Largest Losing Trade | -31586 | -31586 | -23857 | -352076 | -352076 | -346240 |
Avg Bars in Trades | 151 | 112 | 189 | 151 | 112 | 189 |
Avg Bars in Winners | 281 | 184 | 366 | 281 | 184 | 366 |
Avg Bars in Losers | 58 | 67 | 48 | 58 | 67 | 48 |
Bars Traded | 10895 | 4056 | 6839 | 10895 | 4056 | 6839 |
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 | -73589 | 324989 | -98068 | -123874 | -583434 | -24158 |
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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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