Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553431.0514 | 472453.75 | 80977.3014 | 179550.1138 | -139610.6869 | 319160.8007 |
Total P&L (%) | 553.4311 | 472.4538 | 80.9773 | 179.5501 | -139.6107 | 319.1608 |
Avg Daily Profit (%) | 0.2347 | 0.2004 | 0.0343 | 0.0436 | 0 | 0.0608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119484 | -87123 | -197688 | -558787 | -502909 | -219062 |
Profit Factor | 1.671 | 2.1103 | 1.2028 | 1.1066 | 0.8635 | 1.4826 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 42.2414 | 34.4828 | 50 | 42.2414 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 2.2848 | 4.0095 | 1.2028 | 1.5131 | 1.6407 | 1.4826 |
Largest Winning Trade | 249191 | 249191 | 62070 | 252063 | 252063 | 211705 |
Largest Losing Trade | -52100 | -22651 | -52100 | -134177 | -134177 | -127641 |
Avg Bars in Trades | 120 | 107 | 133 | 120 | 107 | 133 |
Avg Bars in Winners | 190 | 182 | 195 | 190 | 182 | 195 |
Avg Bars in Losers | 69 | 67 | 72 | 69 | 67 | 72 |
Bars Traded | 13981 | 6213 | 7768 | 13981 | 6213 | 7768 |
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 | 316462 | -174730 | -327577 | -239511 | -764367 | -290592 |
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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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