Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849750.779 | 746958.7641 | 102792.0148 | 369381.9814 | -38103.1384 | 407485.1197 |
Total P&L (%) | 849.7508 | 746.9588 | 102.792 | 369.382 | -38.1031 | 407.4851 |
Avg Daily Profit (%) | 0.5277 | 0.4639 | 0.0638 | 0.0961 | -0.0298 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140382 | -126934 | -51518 | -1765166 | -1345029 | -656630 |
Profit Factor | 2.4637 | 2.9762 | 1.5074 | 1.112 | 0.9824 | 1.3602 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50.7937 | 43.75 | 58.0645 | 50.7937 | 43.75 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.3867 | 3.8266 | 1.0887 | 1.0772 | 1.2631 | 0.9824 |
Largest Winning Trade | 518348 | 518348 | 39301 | 595286 | 592026 | 595286 |
Largest Losing Trade | -53898 | -53898 | -45523 | -748040 | -748040 | -619978 |
Avg Bars in Trades | 97 | 110 | 84 | 97 | 110 | 84 |
Avg Bars in Winners | 111 | 120 | 103 | 111 | 120 | 103 |
Avg Bars in Losers | 83 | 102 | 56 | 83 | 102 | 56 |
Bars Traded | 6133 | 3529 | 2604 | 6133 | 3529 | 2604 |
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 | -135363 | 486516 | -105334 | -312952 | -581574 | -58451 |
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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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