Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380567.5341 | 285981.2578 | 94586.2763 | 131215.5241 | 797065.8138 | -665850.2897 |
Total P&L (%) | 380.5675 | 285.9813 | 94.5863 | 131.2155 | 797.0658 | -665.8503 |
Avg Daily Profit (%) | 0.16 | 0.1202 | 0.0398 | 0.0352 | 0.0923 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235236 | -188014 | -63903 | -2301474 | -1202877 | -1195597 |
Profit Factor | 1.5351 | 1.7538 | 1.285 | 1.0362 | 1.498 | 0.6704 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 46.2366 | 42.5532 | 50 | 46.2366 | 42.5532 | 50 |
Ratio Avg Win / Avg Loss | 1.785 | 2.3676 | 1.285 | 1.2049 | 2.0223 | 0.6704 |
Largest Winning Trade | 87784 | 87784 | 47015 | 1109514 | 1109514 | 311205 |
Largest Losing Trade | -52316 | -49102 | -52316 | -865181 | -227613 | -865181 |
Avg Bars in Trades | 74 | 84 | 63 | 74 | 84 | 63 |
Avg Bars in Winners | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Losers | 65 | 83 | 43 | 65 | 83 | 43 |
Bars Traded | 6883 | 3958 | 2925 | 6883 | 3958 | 2925 |
Profit Streak | 161.8852 | 251.5519 | 0 | 161.8852 | 251.5519 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333845 | -31022 | -139721 | -327112 | -68792 | -580704 |
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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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