Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423286.1125 | 388777.4282 | 34508.6843 | 1648.2387 | 377801.3383 | -376153.0996 |
Total P&L (%) | 423.2861 | 388.7774 | 34.5087 | 1.6482 | 377.8013 | -376.1531 |
Avg Daily Profit (%) | 0.1775 | 0.1631 | 0.0145 | 0.0007 | 0.0656 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132143 | -87188 | -125797 | -900761 | -553915 | -624128 |
Profit Factor | 1.556 | 2.0698 | 1.0867 | 1.0005 | 1.2936 | 0.7835 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 44.7059 | 37.2093 | 52.381 | 44.7059 | 37.2093 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9245 | 3.4928 | 0.9879 | 1.2375 | 2.183 | 0.7123 |
Largest Winning Trade | 161279 | 161279 | 63719 | 418193 | 418193 | 269930 |
Largest Losing Trade | -56869 | -37239 | -56869 | -363707 | -273746 | -363707 |
Avg Bars in Trades | 81 | 55 | 107 | 81 | 55 | 107 |
Avg Bars in Winners | 134 | 105 | 156 | 134 | 105 | 156 |
Avg Bars in Losers | 37 | 25 | 53 | 37 | 25 | 53 |
Bars Traded | 6886 | 2380 | 4506 | 6886 | 2380 | 4506 |
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 | 300834 | 227412 | -302672 | -579428 | -109083 | -580426 |
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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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