Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549481.1683 | 492530.8411 | 56950.3273 | 181184.0366 | 429728.3865 | -248544.3499 |
Total P&L (%) | 549.4812 | 492.5308 | 56.9503 | 181.184 | 429.7284 | -248.5444 |
Avg Daily Profit (%) | 0.228 | 0.2044 | 0.0236 | 0.0429 | 0.0692 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106267 | -72720 | -121569 | -569122 | -424254 | -628170 |
Profit Factor | 1.9513 | 2.9343 | 1.1763 | 1.0864 | 1.4872 | 0.7956 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 46.6667 | 45.9459 | 47.3684 | 46.6667 | 45.9459 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.2301 | 3.4521 | 1.307 | 1.2416 | 1.7497 | 0.884 |
Largest Winning Trade | 263696 | 263696 | 59465 | 512092 | 512092 | 231043 |
Largest Losing Trade | -47895 | -32188 | -47895 | -338284 | -174182 | -338284 |
Avg Bars in Trades | 62 | 61 | 62 | 62 | 61 | 62 |
Avg Bars in Winners | 79 | 76 | 82 | 79 | 76 | 82 |
Avg Bars in Losers | 47 | 49 | 45 | 47 | 49 | 45 |
Bars Traded | 4663 | 2282 | 2381 | 4663 | 2282 | 2381 |
Profit Streak | 0 | 53.6805 | 0 | 0 | 53.6805 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50590 | 456315 | -189738 | -323694 | -98784 | -581788 |
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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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