Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473181.3657 | 470475.6408 | 2705.7249 | 104237.1635 | 381936.5226 | -277699.3591 |
Total P&L (%) | 473.1814 | 470.4756 | 2.7057 | 104.2372 | 381.9365 | -277.6994 |
Avg Daily Profit (%) | 0.2535 | 0.252 | 0.0014 | 0.0383 | 0.0843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228330 | -119908 | -199094 | -526934 | -305047 | -417866 |
Profit Factor | 1.6859 | 2.2458 | 1.0087 | 1.106 | 1.7624 | 0.4248 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 42.6966 | 40 | 45.4545 | 42.6966 | 40 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.2627 | 3.3687 | 1.2104 | 1.4843 | 2.6436 | 0.5098 |
Largest Winning Trade | 252533 | 252533 | 43688 | 352168 | 352168 | 28846 |
Largest Losing Trade | -49487 | -37157 | -49487 | -171976 | -171976 | -128984 |
Avg Bars in Trades | 80 | 75 | 84 | 80 | 75 | 84 |
Avg Bars in Winners | 124 | 123 | 125 | 124 | 123 | 125 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 7133 | 3409 | 3723 | 7133 | 3409 | 3723 |
Profit Streak | 0 | 0 | 114.6777 | 0 | 0 | 114.6777 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312107 | 306626 | -568002 | -248369 | -80914 | -581134 |
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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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