Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368104.8187 | 216840.6274 | 151264.1913 | -35968.8846 | -295864.1523 | 259895.2677 |
Total P&L (%) | 368.1048 | 216.8406 | 151.2642 | -35.9689 | -295.8642 | 259.8953 |
Avg Daily Profit (%) | 0.2113 | 0.1245 | 0.0868 | -0.0256 | 0 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103458 | -132218 | -97616 | -610453 | -741772 | -428335 |
Profit Factor | 1.6224 | 1.5747 | 1.7066 | 0.9782 | 0.7271 | 1.4622 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 46.4286 | 33.3333 | 59.5238 | 46.4286 | 33.3333 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.872 | 3.1494 | 1.1605 | 1.1286 | 1.4541 | 0.9943 |
Largest Winning Trade | 112623 | 112623 | 50058 | 165131 | 165131 | 129080 |
Largest Losing Trade | -92660 | -44078 | -92660 | -409549 | -191395 | -409549 |
Avg Bars in Trades | 80 | 94 | 66 | 80 | 94 | 66 |
Avg Bars in Winners | 89 | 104 | 80 | 89 | 104 | 80 |
Avg Bars in Losers | 73 | 89 | 46 | 73 | 89 | 46 |
Bars Traded | 6765 | 3959 | 2806 | 6765 | 3959 | 2806 |
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 | 346499 | -30400 | -73626 | -580275 | -585549 | -94062 |
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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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