Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681992.6784 | 623501.58 | 58491.0983 | 20331.7412 | 139955.9872 | -119624.246 |
Total P&L (%) | 681.9927 | 623.5016 | 58.4911 | 20.3317 | 139.956 | -119.6242 |
Avg Daily Profit (%) | 0.4278 | 0.3911 | 0.0367 | 0.0116 | 0.0549 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194430 | -129411 | -80592 | -402151 | -207787 | -271463 |
Profit Factor | 1.8738 | 2.3737 | 1.1791 | 1.0213 | 1.2951 | 0.7517 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 42.0455 | 34.0909 | 50 | 42.0455 | 34.0909 | 50 |
Ratio Avg Win / Avg Loss | 2.5828 | 4.5892 | 1.1791 | 1.4077 | 2.5038 | 0.7517 |
Largest Winning Trade | 346882 | 346882 | 38999 | 315734 | 315734 | 48631 |
Largest Losing Trade | -64444 | -46742 | -64444 | -198195 | -58503 | -198195 |
Avg Bars in Trades | 70 | 75 | 65 | 70 | 75 | 65 |
Avg Bars in Winners | 104 | 121 | 93 | 104 | 121 | 93 |
Avg Bars in Losers | 45 | 51 | 38 | 45 | 51 | 38 |
Bars Traded | 6204 | 3317 | 2887 | 6204 | 3317 | 2887 |
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 | 384582 | 290304 | -168119 | -383986 | -124545 | -580719 |
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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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