Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484019.9826 | 412518.0024 | 71501.9802 | 364377.42 | 411390.3553 | -47012.9353 |
Total P&L (%) | 484.02 | 412.518 | 71.502 | 364.3774 | 411.3904 | -47.0129 |
Avg Daily Profit (%) | 0.273 | 0.2327 | 0.0403 | 0.0867 | 0.0921 | -0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96661 | -68788 | -62604 | -552214 | -247357 | -324551 |
Profit Factor | 2.0463 | 3.273 | 1.2544 | 1.1801 | 1.5414 | 0.9628 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 36.4865 | 35.1351 | 37.8378 | 36.4865 | 35.1351 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.5621 | 6.0426 | 2.0607 | 2.0543 | 2.8457 | 1.5817 |
Largest Winning Trade | 195365 | 195365 | 76186 | 427976 | 287214 | 427976 |
Largest Losing Trade | -62604 | -18598 | -62604 | -300941 | -109833 | -300941 |
Avg Bars in Trades | 70 | 59 | 80 | 70 | 59 | 80 |
Avg Bars in Winners | 137 | 111 | 161 | 137 | 111 | 161 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 5196 | 2217 | 2979 | 5196 | 2217 | 2979 |
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 | -61897 | 301763 | -142833 | -172547 | -73104 | -582724 |
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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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