Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376806.6763 | 222896.6972 | 153909.979 | -18004.499 | 21615.4973 | -39619.9963 |
Total P&L (%) | 376.8067 | 222.8967 | 153.91 | -18.0045 | 21.6155 | -39.62 |
Avg Daily Profit (%) | 0.2087 | 0.1235 | 0.0853 | -0.011 | 0.0108 | -0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114130 | -103970 | -57350 | -105973 | -40953 | -70440 |
Profit Factor | 1.6196 | 1.8496 | 1.445 | 0.9532 | 1.1616 | 0.8419 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 60.7143 | 59.5238 | 61.9048 | 60.7143 | 59.5238 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.048 | 1.2577 | 0.8893 | 0.6167 | 0.7899 | 0.5181 |
Largest Winning Trade | 100912 | 100912 | 55035 | 43882 | 33093 | 43882 |
Largest Losing Trade | -92333 | -45518 | -92333 | -87966 | -26860 | -87966 |
Avg Bars in Trades | 82 | 66 | 97 | 82 | 66 | 97 |
Avg Bars in Winners | 78 | 56 | 100 | 78 | 56 | 100 |
Avg Bars in Losers | 87 | 81 | 94 | 87 | 81 | 94 |
Bars Traded | 6918 | 2809 | 4109 | 6918 | 2809 | 4109 |
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 | 415504 | -24501 | -78240 | -578886 | -227278 | -579191 |
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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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