Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712842.5108 | 670058.2963 | 42784.2145 | 43833.2785 | 63468.0003 | -19634.7217 |
Total P&L (%) | 712.8425 | 670.0583 | 42.7842 | 43.8333 | 63.468 | -19.6347 |
Avg Daily Profit (%) | 0.381 | 0.3581 | 0.0229 | 0.0194 | 0.0263 | -0.0117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183661 | -164309 | -55924 | -921817 | -863476 | -103360 |
Profit Factor | 2.7309 | 3.0902 | 1.4689 | 1.0379 | 1.0626 | 0.863 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 40.5797 | 41.1765 | 40 | 40.5797 | 41.1765 | 40 |
Ratio Avg Win / Avg Loss | 3.9989 | 4.4146 | 2.2033 | 1.5197 | 1.518 | 1.2946 |
Largest Winning Trade | 728755 | 728755 | 27470 | 857340 | 857340 | 21510 |
Largest Losing Trade | -66715 | -66715 | -22821 | -641572 | -641572 | -34787 |
Avg Bars in Trades | 144 | 285 | 7 | 144 | 285 | 7 |
Avg Bars in Winners | 239 | 467 | 11 | 239 | 467 | 11 |
Avg Bars in Losers | 79 | 158 | 4 | 79 | 158 | 4 |
Bars Traded | 9969 | 9715 | 254 | 9969 | 9715 | 254 |
Profit Streak | 0 | 223.5161 | 0 | 0 | 223.5161 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95145 | 447691 | -165685 | -456485 | -311650 | -582732 |
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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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