Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824000.0463 | 602577.1272 | 221422.9191 | 1417891.1378 | -517747.9049 | 1935639.0427 |
Total P&L (%) | 824 | 602.5771 | 221.4229 | 1417.8911 | -517.7479 | 1935.639 |
Avg Daily Profit (%) | 0.5549 | 0.4058 | 0.1491 | 0.1833 | 0 | 0.2031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108275 | -149044 | -44463 | -1346602 | -1485508 | -714064 |
Profit Factor | 2.6662 | 2.4962 | 3.4121 | 1.2225 | 0.897 | 2.4402 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 52.1739 | 40 | 64.7059 | 52.1739 | 40 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.444 | 3.7443 | 1.8611 | 1.1206 | 1.3455 | 1.331 |
Largest Winning Trade | 386755 | 386755 | 58068 | 1064927 | 1064927 | 476134 |
Largest Losing Trade | -47847 | -47847 | -28037 | -887353 | -887353 | -393405 |
Avg Bars in Trades | 62 | 76 | 46 | 62 | 76 | 46 |
Avg Bars in Winners | 66 | 84 | 55 | 66 | 84 | 55 |
Avg Bars in Losers | 57 | 71 | 31 | 57 | 71 | 31 |
Bars Traded | 4282 | 2694 | 1588 | 4282 | 2694 | 1588 |
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 | -89561 | 383608 | 518979 | -98212 | -583009 | 485718 |
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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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