Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719051.8575 | 659997.6034 | 59054.2541 | 48720.5082 | -181652.7229 | 230373.2311 |
Total P&L (%) | 719.0519 | 659.9976 | 59.0543 | 48.7205 | -181.6527 | 230.3732 |
Avg Daily Profit (%) | 0.3724 | 0.3418 | 0.0306 | 0.0206 | 0 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153982 | -90594 | -119443 | -316786 | -359415 | -102085 |
Profit Factor | 2.0674 | 2.8143 | 1.1906 | 1.0436 | 0.7438 | 1.5638 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 42.4658 | 35.1351 | 50 | 42.4658 | 35.1351 | 50 |
Ratio Avg Win / Avg Loss | 2.8009 | 5.1956 | 1.1906 | 1.4139 | 1.3731 | 1.5638 |
Largest Winning Trade | 619260 | 619260 | 70772 | 156602 | 156602 | 128729 |
Largest Losing Trade | -47726 | -43725 | -47726 | -177454 | -177454 | -71008 |
Avg Bars in Trades | 75 | 80 | 69 | 75 | 80 | 69 |
Avg Bars in Winners | 105 | 112 | 99 | 105 | 112 | 99 |
Avg Bars in Losers | 53 | 62 | 40 | 53 | 62 | 40 |
Bars Traded | 5483 | 2964 | 2519 | 5483 | 2964 | 2519 |
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 | -65766 | 318456 | -163674 | -418624 | -584886 | -107458 |
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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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