Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454556.2253 | 481564.452 | -27008.2267 | -82735.37 | 850891.6983 | -933627.0683 |
Total P&L (%) | 454.5562 | 481.5645 | -27.0082 | -82.7354 | 850.8917 | -933.6271 |
Avg Daily Profit (%) | 0.196 | 0.2077 | -0.0116 | -0.0757 | 0.0972 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236316 | -171462 | -224181 | -1105553 | -986306 | -1473865 |
Profit Factor | 1.3476 | 1.8017 | 0.9618 | 0.9822 | 1.4107 | 0.6365 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.2785 | 1.8017 | 0.8656 | 0.9318 | 1.4107 | 0.5728 |
Largest Winning Trade | 82938 | 82811 | 82938 | 387746 | 387746 | 227933 |
Largest Losing Trade | -85909 | -35655 | -85909 | -531855 | -291136 | -531855 |
Avg Bars in Trades | 60 | 49 | 70 | 60 | 49 | 70 |
Avg Bars in Winners | 62 | 48 | 75 | 62 | 48 | 75 |
Avg Bars in Losers | 58 | 51 | 65 | 58 | 51 | 65 |
Bars Traded | 9170 | 3792 | 5377 | 9170 | 3792 | 5377 |
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 | 321444 | -38353 | -629894 | -579810 | -111516 | -629894 |
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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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