Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498401.1775 | 410113.9358 | 88287.2417 | 320427.5352 | 491983.5349 | -171555.9998 |
Total P&L (%) | 498.4012 | 410.1139 | 88.2872 | 320.4275 | 491.9835 | -171.556 |
Avg Daily Profit (%) | 0.3098 | 0.2549 | 0.0549 | 0.0893 | 0.1106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89687 | -101899 | -85064 | -695939 | -704016 | -645227 |
Profit Factor | 1.9667 | 2.5312 | 1.3564 | 1.141 | 1.3893 | 0.8299 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.2055 | 40.5405 | 50 | 45.2055 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 2.3839 | 3.7124 | 1.3564 | 1.383 | 2.0376 | 0.8299 |
Largest Winning Trade | 211075 | 211075 | 68810 | 700497 | 700497 | 197876 |
Largest Losing Trade | -50333 | -32951 | -50333 | -281391 | -281391 | -209248 |
Avg Bars in Trades | 126 | 108 | 144 | 126 | 108 | 144 |
Avg Bars in Winners | 190 | 178 | 200 | 190 | 178 | 200 |
Avg Bars in Losers | 73 | 60 | 88 | 73 | 60 | 88 |
Bars Traded | 9211 | 4016 | 5195 | 9211 | 4016 | 5195 |
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 | -65846 | 332730 | -119210 | -217306 | -47278 | -580780 |
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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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