Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381347.233 | 374457.2731 | 6889.9599 | -69199.7895 | -38948.7705 | -30251.0191 |
Total P&L (%) | 381.3472 | 374.4573 | 6.89 | -69.1998 | -38.9488 | -30.251 |
Avg Daily Profit (%) | 0.2023 | 0.1987 | 0.0037 | -0.0625 | -0.0262 | -0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214455 | -71699 | -166619 | -617829 | -223543 | -433304 |
Profit Factor | 1.5008 | 2.3256 | 1.0144 | 0.9246 | 0.8927 | 0.9454 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 22 | 26 | 32 | 16 | 16 |
Losing Trades | 31 | 17 | 14 | 47 | 23 | 24 |
Profitability (%) | 60.7595 | 56.4103 | 65 | 40.5063 | 41.0256 | 40 |
Ratio Avg Win / Avg Loss | 0.9693 | 1.7971 | 0.5462 | 1.3579 | 1.2832 | 1.4182 |
Largest Winning Trade | 141115 | 141115 | 46607 | 377876 | 180297 | 377876 |
Largest Losing Trade | -121987 | -45147 | -121987 | -326773 | -137030 | -326773 |
Avg Bars in Trades | 67 | 72 | 63 | 67 | 72 | 63 |
Avg Bars in Winners | 46 | 53 | 41 | 85 | 89 | 81 |
Avg Bars in Losers | 100 | 97 | 103 | 55 | 60 | 50 |
Bars Traded | 5342 | 2818 | 2524 | 5342 | 2818 | 2524 |
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 | -22319 | 464040 | -558108 | -614080 | -582580 | -582972 |
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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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