Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545051.4852 | 542018.2851 | 3033.2001 | -58495.0955 | 366046.6803 | -424541.7758 |
Total P&L (%) | 545.0515 | 542.0183 | 3.0332 | -58.4951 | 366.0467 | -424.5418 |
Avg Daily Profit (%) | 0.2244 | 0.2232 | 0.0012 | -0.0362 | 0.0634 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124808 | -86828 | -180970 | -389400 | -122625 | -560807 |
Profit Factor | 1.7951 | 2.5727 | 1.0089 | 0.9429 | 2.007 | 0.357 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.327 | 4.0735 | 1.0762 | 1.2222 | 3.1778 | 0.3808 |
Largest Winning Trade | 322212 | 322212 | 50998 | 317446 | 317446 | 50091 |
Largest Losing Trade | -80458 | -42464 | -80458 | -313683 | -77902 | -313683 |
Avg Bars in Trades | 113 | 123 | 102 | 113 | 123 | 102 |
Avg Bars in Winners | 137 | 141 | 133 | 137 | 141 | 133 |
Avg Bars in Losers | 94 | 111 | 73 | 94 | 111 | 73 |
Bars Traded | 7008 | 3821 | 3187 | 7008 | 3821 | 3187 |
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 | -149635 | 313582 | -568324 | -740397 | -108899 | -581445 |
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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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