Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472298.0729 | 377316.3619 | 94981.7111 | 551323.357 | -130704.6999 | 682028.0569 |
Total P&L (%) | 472.2981 | 377.3164 | 94.9817 | 551.3234 | -130.7047 | 682.0281 |
Avg Daily Profit (%) | 0.239 | 0.191 | 0.0481 | 0.0949 | 0 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99704 | -54899 | -190389 | -587297 | -624763 | -315261 |
Profit Factor | 1.9218 | 2.9806 | 1.2951 | 1.2181 | 0.9092 | 1.6266 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 56.1644 | 54.0541 | 58.3333 | 56.1644 | 54.0541 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4999 | 2.5335 | 0.9251 | 0.9507 | 0.7728 | 1.1619 |
Largest Winning Trade | 114694 | 114694 | 69942 | 323508 | 262007 | 323508 |
Largest Losing Trade | -47561 | -46314 | -47561 | -561887 | -561887 | -315261 |
Avg Bars in Trades | 158 | 150 | 166 | 158 | 150 | 166 |
Avg Bars in Winners | 205 | 199 | 211 | 205 | 199 | 211 |
Avg Bars in Losers | 97 | 92 | 103 | 97 | 92 | 103 |
Bars Traded | 11542 | 5565 | 5977 | 11542 | 5565 | 5977 |
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 | -64708 | 495626 | -129250 | -143173 | -580247 | -50490 |
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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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