Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583814.3612 | 473603.3887 | 110210.9725 | 300152.2744 | 598614.3451 | -298462.0707 |
Total P&L (%) | 583.8144 | 473.6034 | 110.211 | 300.1523 | 598.6143 | -298.4621 |
Avg Daily Profit (%) | 0.2422 | 0.1965 | 0.0457 | 0.0576 | 0.0807 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160571 | -75655 | -234872 | -562723 | -204217 | -838293 |
Profit Factor | 1.9591 | 2.596 | 1.3533 | 1.1745 | 1.8457 | 0.705 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 54.9296 | 50 | 60 | 54.9296 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.6075 | 2.596 | 0.9022 | 0.9637 | 1.8457 | 0.47 |
Largest Winning Trade | 166133 | 166133 | 54990 | 298645 | 298645 | 92742 |
Largest Losing Trade | -69856 | -52277 | -69856 | -417113 | -106428 | -417113 |
Avg Bars in Trades | 98 | 118 | 76 | 98 | 118 | 76 |
Avg Bars in Winners | 106 | 116 | 98 | 106 | 116 | 98 |
Avg Bars in Losers | 87 | 121 | 43 | 87 | 121 | 43 |
Bars Traded | 6959 | 4282 | 2677 | 6959 | 4282 | 2677 |
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 | -78240 | 451427 | -131802 | -236623 | -81298 | -579491 |
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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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