Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539702.2798 | 295548.5906 | 244153.6892 | 1125866.2541 | -30601.1231 | 1156467.3772 |
Total P&L (%) | 539.7023 | 295.5486 | 244.1537 | 1125.8663 | -30.6011 | 1156.4674 |
Avg Daily Profit (%) | 0.3631 | 0.1988 | 0.1642 | 0.1687 | -0.0246 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62991 | -109973 | -43201 | -946138 | -969996 | -513249 |
Profit Factor | 2.2931 | 2.0157 | 2.9315 | 1.3549 | 0.9854 | 2.0757 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 50.6329 | 37.5 | 64.1026 | 50.6329 | 37.5 | 64.1026 |
Ratio Avg Win / Avg Loss | 2.2358 | 3.3596 | 1.6416 | 1.321 | 1.6424 | 1.1624 |
Largest Winning Trade | 200471 | 200471 | 61928 | 857246 | 857246 | 403502 |
Largest Losing Trade | -40974 | -36437 | -40974 | -494066 | -329170 | -494066 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 38 | 41 | 37 | 38 | 41 | 37 |
Avg Bars in Losers | 28 | 35 | 16 | 28 | 35 | 16 |
Bars Traded | 2657 | 1505 | 1152 | 2657 | 1505 | 1152 |
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 | -17398 | 237912 | 541431 | -23005 | -582833 | 458875 |
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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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