Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730822.9404 | 695045.9443 | 35776.9961 | 59672.2603 | 1063873.9829 | -1004201.7226 |
Total P&L (%) | 730.8229 | 695.0459 | 35.777 | 59.6723 | 1063.874 | -1004.2017 |
Avg Daily Profit (%) | 0.3027 | 0.2879 | 0.0148 | 0.0194 | 0.1017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169207 | -88383 | -184419 | -968002 | -284075 | -1314054 |
Profit Factor | 1.9627 | 2.9611 | 1.0884 | 1.0208 | 2.0266 | 0.4533 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.8356 | 35.1351 | 52.7778 | 43.8356 | 35.1351 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.5147 | 5.4667 | 0.9738 | 1.3079 | 3.7414 | 0.4056 |
Largest Winning Trade | 390928 | 390928 | 69503 | 820255 | 820255 | 165781 |
Largest Losing Trade | -67954 | -39307 | -67954 | -579334 | -154195 | -579334 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 94 | 83 | 102 | 94 | 83 | 102 |
Avg Bars in Losers | 39 | 45 | 30 | 39 | 45 | 30 |
Bars Traded | 4637 | 2168 | 2469 | 4637 | 2168 | 2469 |
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 | -66030 | 312082 | -300244 | -444001 | -58682 | -580420 |
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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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