Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580394.4049 | 577835.4588 | 2558.946 | 27717.3132 | 115664.3726 | -87947.0594 |
Total P&L (%) | 580.3944 | 577.8355 | 2.5589 | 27.7173 | 115.6644 | -87.9471 |
Avg Daily Profit (%) | 0.3093 | 0.3079 | 0.0014 | 0.013 | 0.041 | -0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132211 | -77143 | -74312 | -711039 | -613324 | -305112 |
Profit Factor | 2.0393 | 3.3556 | 1.0082 | 1.0115 | 1.0963 | 0.9274 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 41.0256 | 38.4615 | 43.5897 | 41.0256 | 38.4615 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.9315 | 5.369 | 1.3047 | 1.454 | 1.7541 | 1.2001 |
Largest Winning Trade | 613136 | 613136 | 57288 | 689227 | 689227 | 185357 |
Largest Losing Trade | -41622 | -40399 | -41622 | -267770 | -267770 | -171978 |
Avg Bars in Trades | 70 | 63 | 78 | 70 | 63 | 78 |
Avg Bars in Winners | 90 | 81 | 97 | 90 | 81 | 97 |
Avg Bars in Losers | 57 | 52 | 63 | 57 | 52 | 63 |
Bars Traded | 5523 | 2478 | 3045 | 5523 | 2478 | 3045 |
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 | -29419 | 392752 | -570775 | -428892 | -256130 | -581583 |
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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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