Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694521.5401 | 603707.3837 | 90814.1564 | 620456.8703 | 1015603.8855 | -395147.0152 |
Total P&L (%) | 694.5215 | 603.7074 | 90.8142 | 620.4569 | 1015.6039 | -395.147 |
Avg Daily Profit (%) | 0.2873 | 0.2497 | 0.0376 | 0.0817 | 0.0998 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128057 | -38356 | -174129 | -709563 | -271949 | -961631 |
Profit Factor | 2.1496 | 3.7363 | 1.2368 | 1.1779 | 1.9151 | 0.8339 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 38.3562 | 35.1351 | 41.6667 | 38.3562 | 35.1351 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.4547 | 6.8977 | 1.7315 | 1.893 | 3.5356 | 1.1674 |
Largest Winning Trade | 275532 | 275532 | 71279 | 571906 | 571906 | 412089 |
Largest Losing Trade | -62193 | -24593 | -62193 | -409977 | -130393 | -409977 |
Avg Bars in Trades | 63 | 34 | 93 | 63 | 34 | 93 |
Avg Bars in Winners | 121 | 66 | 168 | 121 | 66 | 168 |
Avg Bars in Losers | 27 | 16 | 40 | 27 | 16 | 40 |
Bars Traded | 4640 | 1268 | 3372 | 4640 | 1268 | 3372 |
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 | -67933 | 344002 | -145153 | -188019 | -61433 | -582354 |
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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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