Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620651.6398 | 541164.6006 | 79487.0392 | 518757.1761 | -35848.601 | 554605.7771 |
Total P&L (%) | 620.6516 | 541.1646 | 79.487 | 518.7572 | -35.8486 | 554.6058 |
Avg Daily Profit (%) | 0.3303 | 0.288 | 0.0423 | 0.097 | -0.0236 | 0.1 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66097 | -64047 | -35719 | -747365 | -691146 | -370315 |
Profit Factor | 2.8677 | 3.866 | 1.554 | 1.1754 | 0.9798 | 1.4697 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.5847 | 4.8325 | 1.9425 | 1.4693 | 1.2248 | 1.8371 |
Largest Winning Trade | 532604 | 532604 | 52633 | 547859 | 547859 | 471087 |
Largest Losing Trade | -38772 | -38772 | -29182 | -292295 | -287960 | -292295 |
Avg Bars in Trades | 100 | 77 | 122 | 100 | 77 | 122 |
Avg Bars in Winners | 174 | 135 | 213 | 174 | 135 | 213 |
Avg Bars in Losers | 40 | 32 | 49 | 40 | 32 | 49 |
Bars Traded | 7206 | 2806 | 4400 | 7206 | 2806 | 4400 |
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 | -71312 | 489253 | -135825 | -176494 | -581273 | -58948 |
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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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