Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400642.5449 | 353774.8984 | 46867.6465 | 42733.8638 | 242964.313 | -200230.4492 |
Total P&L (%) | 400.6425 | 353.7749 | 46.8676 | 42.7339 | 242.9643 | -200.2304 |
Avg Daily Profit (%) | 0.2513 | 0.2219 | 0.0294 | 0.0223 | 0.0773 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127770 | -118468 | -63396 | -687173 | -559775 | -215284 |
Profit Factor | 1.7 | 2.2187 | 1.1662 | 1.024 | 1.2707 | 0.7735 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 48.0519 | 41.0256 | 55.2632 | 48.0519 | 41.0256 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.8378 | 3.1894 | 0.944 | 1.107 | 1.8267 | 0.6262 |
Largest Winning Trade | 263518 | 263518 | 61733 | 301595 | 301595 | 183032 |
Largest Losing Trade | -61847 | -28190 | -61847 | -195776 | -195776 | -167033 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 53 | 37 | 65 | 53 | 37 | 65 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 3023 | 1227 | 1796 | 3023 | 1227 | 1796 |
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 | -35754 | 308191 | -193954 | -406208 | -92161 | -580082 |
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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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