Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962405.1207 | 861926.4808 | 100478.6399 | 483504.9058 | -210590.7286 | 694095.6344 |
Total P&L (%) | 962.4051 | 861.9265 | 100.4786 | 483.5049 | -210.5907 | 694.0956 |
Avg Daily Profit (%) | 0.397 | 0.3555 | 0.0414 | 0.0728 | 0 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84863 | -96831 | -38568 | -1812845 | -1465066 | -438859 |
Profit Factor | 3.0428 | 4.4611 | 1.4524 | 1.1033 | 0.9032 | 1.2769 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 49.2958 | 45.7143 | 52.7778 | 49.2958 | 45.7143 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.1298 | 5.2975 | 1.2996 | 1.1348 | 1.0725 | 1.1425 |
Largest Winning Trade | 791937 | 791937 | 40826 | 1102341 | 1102341 | 480333 |
Largest Losing Trade | -33490 | -29919 | -33490 | -438859 | -390413 | -438859 |
Avg Bars in Trades | 95 | 133 | 57 | 95 | 133 | 57 |
Avg Bars in Winners | 121 | 181 | 71 | 121 | 181 | 71 |
Avg Bars in Losers | 69 | 93 | 41 | 69 | 93 | 41 |
Bars Traded | 6750 | 4681 | 2069 | 6750 | 4681 | 2069 |
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 | -76017 | 543257 | -136171 | -294221 | -580787 | -78082 |
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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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