Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558722.4359 | 465295.768 | 93426.6679 | 271168.4112 | -287118.7545 | 558287.1657 |
Total P&L (%) | 558.7224 | 465.2958 | 93.4267 | 271.1684 | -287.1188 | 558.2872 |
Avg Daily Profit (%) | 0.2366 | 0.1971 | 0.0396 | 0.0556 | 0 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116251 | -100819 | -162636 | -968972 | -932445 | -300257 |
Profit Factor | 1.6477 | 2.0672 | 1.219 | 1.0861 | 0.8459 | 1.4345 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 42.735 | 33.8983 | 51.7241 | 42.735 | 33.8983 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.208 | 4.031 | 1.1378 | 1.4554 | 1.6495 | 1.3389 |
Largest Winning Trade | 213634 | 213634 | 66913 | 434104 | 434104 | 375279 |
Largest Losing Trade | -40690 | -22651 | -40690 | -233275 | -233275 | -231001 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4640 | 2056 | 2584 | 4640 | 2056 | 2584 |
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 | 322444 | -171693 | -320287 | -247021 | -761220 | -264850 |
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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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