Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544795.8331 | 474731.9487 | 70063.8844 | 455282.7928 | -22077.0307 | 477359.8235 |
Total P&L (%) | 544.7958 | 474.7319 | 70.0639 | 455.2828 | -22.077 | 477.3598 |
Avg Daily Profit (%) | 0.2844 | 0.2478 | 0.0366 | 0.0895 | -0.013 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89943 | -114480 | -80161 | -490256 | -424718 | -139579 |
Profit Factor | 2.1326 | 2.9068 | 1.302 | 1.2524 | 0.9802 | 1.6956 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 37.5 | 51.5152 | 44.6154 | 37.5 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.6474 | 4.8447 | 1.2254 | 1.5547 | 1.6337 | 1.5959 |
Largest Winning Trade | 260531 | 260531 | 55907 | 461689 | 461689 | 374922 |
Largest Losing Trade | -32187 | -23054 | -32187 | -221680 | -221680 | -121922 |
Avg Bars in Trades | 171 | 170 | 172 | 171 | 170 | 172 |
Avg Bars in Winners | 253 | 258 | 249 | 253 | 258 | 249 |
Avg Bars in Losers | 105 | 117 | 89 | 105 | 117 | 89 |
Bars Traded | 11142 | 5461 | 5681 | 11142 | 5461 | 5681 |
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 | -125556 | 312721 | -143769 | -210891 | -582893 | -67323 |
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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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