Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638947.5457 | 545652.4155 | 93295.1302 | 493382.8594 | -315009.8753 | 808392.7347 |
Total P&L (%) | 638.9475 | 545.6524 | 93.2951 | 493.3829 | -315.0099 | 808.3927 |
Avg Daily Profit (%) | 0.3294 | 0.2813 | 0.0481 | 0.0918 | 0 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105092 | -59632 | -110756 | -1006529 | -863880 | -676860 |
Profit Factor | 2.19 | 2.9644 | 1.36 | 1.1532 | 0.8282 | 1.5833 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 40.2985 | 35.2941 | 45.4545 | 40.2985 | 35.2941 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2444 | 5.4348 | 1.632 | 1.7085 | 1.5184 | 1.8999 |
Largest Winning Trade | 359749 | 359749 | 51332 | 467041 | 350782 | 467041 |
Largest Losing Trade | -65295 | -36634 | -65295 | -332478 | -233005 | -332478 |
Avg Bars in Trades | 85 | 70 | 100 | 85 | 70 | 100 |
Avg Bars in Winners | 145 | 120 | 165 | 145 | 120 | 165 |
Avg Bars in Losers | 44 | 43 | 46 | 44 | 43 | 46 |
Bars Traded | 5707 | 2390 | 3317 | 5707 | 2390 | 3317 |
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 | -111739 | 311685 | -128906 | -246242 | -583736 | -39493 |
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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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