Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508780.3545 | 377601.897 | 131178.4575 | 479507.608 | -257145.4862 | 736653.0942 |
Total P&L (%) | 508.7804 | 377.6019 | 131.1785 | 479.5076 | -257.1455 | 736.6531 |
Avg Daily Profit (%) | 0.2856 | 0.212 | 0.0736 | 0.0987 | 0 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112042 | -97994 | -29645 | -1693909 | -1790026 | -321487 |
Profit Factor | 2.0778 | 1.9788 | 2.5206 | 1.1081 | 0.9318 | 2.107 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 49.2958 | 42.8571 | 55.5556 | 49.2958 | 42.8571 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.1372 | 2.6384 | 2.0165 | 1.1397 | 1.2424 | 1.6856 |
Largest Winning Trade | 183839 | 183839 | 59748 | 963620 | 963620 | 441098 |
Largest Losing Trade | -40062 | -40062 | -14107 | -711248 | -711248 | -196984 |
Avg Bars in Trades | 269 | 476 | 69 | 269 | 476 | 69 |
Avg Bars in Winners | 344 | 688 | 86 | 344 | 688 | 86 |
Avg Bars in Losers | 197 | 316 | 47 | 197 | 316 | 47 |
Bars Traded | 19150 | 16666 | 2484 | 19150 | 16666 | 2484 |
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 | -78831 | 313027 | -89100 | -254425 | -581898 | -28578 |
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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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