Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854511.1953 | 918778.8692 | -64267.6739 | -67406.508 | 320084.6498 | -387491.1579 |
Total P&L (%) | 854.5112 | 918.7789 | -64.2677 | -67.4065 | 320.0847 | -387.4912 |
Avg Daily Profit (%) | 0.4321 | 0.4646 | -0.0325 | -0.0567 | 0.0726 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192071 | -139639 | -126840 | -590704 | -190179 | -432478 |
Profit Factor | 2.8715 | 5.4692 | 0.744 | 0.9178 | 2.2445 | 0.3111 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 33.3333 | 36.3636 | 30.303 | 33.3333 | 36.3636 | 30.303 |
Ratio Avg Win / Avg Loss | 5.7431 | 9.5711 | 1.7111 | 1.8355 | 3.9279 | 0.7154 |
Largest Winning Trade | 1085365 | 1085365 | 64494 | 533301 | 533301 | 40860 |
Largest Losing Trade | -64831 | -64831 | -58808 | -326064 | -102282 | -326064 |
Avg Bars in Trades | 56 | 58 | 53 | 56 | 58 | 53 |
Avg Bars in Winners | 121 | 107 | 137 | 121 | 107 | 137 |
Avg Bars in Losers | 23 | 31 | 17 | 23 | 31 | 17 |
Bars Traded | 3721 | 1946 | 1775 | 3721 | 1946 | 1775 |
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 | -119755 | 471982 | -585684 | -713259 | -97052 | -588462 |
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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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