Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543826.1852 | 307475.7723 | 236350.4129 | 1269578.1124 | -378105.7524 | 1647683.8648 |
Total P&L (%) | 543.8262 | 307.4758 | 236.3504 | 1269.5781 | -378.1058 | 1647.6839 |
Avg Daily Profit (%) | 0.2996 | 0.1694 | 0.1302 | 0.1443 | 0 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91973 | -75952 | -57875 | -1748331 | -1127478 | -1443181 |
Profit Factor | 2.3851 | 2.4165 | 2.3463 | 1.2246 | 0.8745 | 1.624 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 49.2754 | 37.1429 | 61.7647 | 49.2754 | 37.1429 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.4553 | 4.0895 | 1.4524 | 1.2606 | 1.4799 | 1.0053 |
Largest Winning Trade | 247718 | 247718 | 68750 | 792455 | 718991 | 792455 |
Largest Losing Trade | -56537 | -20793 | -56537 | -1398175 | -445925 | -1398175 |
Avg Bars in Trades | 153 | 120 | 186 | 153 | 120 | 186 |
Avg Bars in Winners | 226 | 194 | 246 | 226 | 194 | 246 |
Avg Bars in Losers | 81 | 77 | 89 | 81 | 77 | 89 |
Bars Traded | 10566 | 4228 | 6338 | 10566 | 4228 | 6338 |
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 | -93127 | 250334 | -14345 | -106966 | -584121 | 401313 |
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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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