Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661336.7738 | 535872.9096 | 125463.8642 | 1087834.8142 | -33015.823 | 1120850.6373 |
Total P&L (%) | 661.3368 | 535.8729 | 125.4639 | 1087.8348 | -33.0158 | 1120.8506 |
Avg Daily Profit (%) | 0.3453 | 0.2798 | 0.0655 | 0.1293 | -0.0209 | 0.1307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121926 | -132647 | -54264 | -737852 | -891920 | -178881 |
Profit Factor | 2.5505 | 2.878 | 1.8886 | 1.4869 | 0.981 | 3.2584 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 46.4789 | 45.7143 | 47.2222 | 46.4789 | 45.7143 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.9369 | 3.4177 | 2.1107 | 1.7122 | 1.1649 | 3.6417 |
Largest Winning Trade | 311168 | 311168 | 53848 | 572941 | 572941 | 444587 |
Largest Losing Trade | -42346 | -42346 | -21897 | -330822 | -330822 | -87949 |
Avg Bars in Trades | 156 | 173 | 139 | 156 | 173 | 139 |
Avg Bars in Winners | 185 | 195 | 176 | 185 | 195 | 176 |
Avg Bars in Losers | 130 | 155 | 106 | 130 | 155 | 106 |
Bars Traded | 11097 | 6076 | 5021 | 11097 | 6076 | 5021 |
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 | -78505 | 451359 | -102971 | -110328 | -580787 | -12961 |
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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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