Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595840.8765 | 391867.3617 | 203973.5148 | 586133.0478 | -946942.5095 | 1533075.5573 |
Total P&L (%) | 595.8409 | 391.8674 | 203.9735 | 586.133 | -946.9425 | 1533.0756 |
Avg Daily Profit (%) | 0.3293 | 0.2166 | 0.1127 | 0.1065 | 0 | 0.1545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111988 | -173727 | -62442 | -1210509 | -1804275 | -458479 |
Profit Factor | 2.1316 | 2.0735 | 2.2628 | 1.1349 | 0.7118 | 2.4496 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 40.5405 | 29.7297 | 51.3514 | 40.5405 | 29.7297 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.1263 | 4.9011 | 2.1437 | 1.6646 | 1.6825 | 2.3207 |
Largest Winning Trade | 348986 | 348986 | 57710 | 610962 | 610962 | 444766 |
Largest Losing Trade | -54656 | -29626 | -54656 | -394530 | -319087 | -394530 |
Avg Bars in Trades | 93 | 102 | 85 | 93 | 102 | 85 |
Avg Bars in Winners | 139 | 168 | 122 | 139 | 168 | 122 |
Avg Bars in Losers | 63 | 74 | 46 | 63 | 74 | 46 |
Bars Traded | 6946 | 3786 | 3160 | 6946 | 3786 | 3160 |
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 | -59258 | 98693 | -37999 | -193821 | -586963 | 449903 |
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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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