Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640978.6034 | 567369.2045 | 73609.3989 | 372159.4038 | -283120.826 | 655280.2298 |
Total P&L (%) | 640.9786 | 567.3692 | 73.6094 | 372.1594 | -283.1208 | 655.2802 |
Avg Daily Profit (%) | 0.331 | 0.293 | 0.038 | 0.0802 | 0 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104694 | -83085 | -92876 | -969565 | -839262 | -473248 |
Profit Factor | 2.1323 | 3.1692 | 1.2417 | 1.1276 | 0.8165 | 1.4773 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 38.8889 | 33.3333 | 44.4444 | 38.8889 | 33.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3507 | 6.3383 | 1.5521 | 1.772 | 1.633 | 1.8466 |
Largest Winning Trade | 443072 | 443072 | 48973 | 364984 | 364323 | 364984 |
Largest Losing Trade | -48615 | -31535 | -48615 | -242052 | -217286 | -242052 |
Avg Bars in Trades | 156 | 130 | 182 | 156 | 130 | 182 |
Avg Bars in Winners | 255 | 223 | 279 | 255 | 223 | 279 |
Avg Bars in Losers | 93 | 83 | 105 | 93 | 83 | 105 |
Bars Traded | 11252 | 4686 | 6566 | 11252 | 4686 | 6566 |
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 | -74885 | 302603 | -143443 | -252996 | -584483 | -52973 |
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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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