Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310121.284 | 347320.1127 | -37198.8288 | -48583.0198 | 6577.0059 | -55160.0258 |
Total P&L (%) | 310.1213 | 347.3201 | -37.1988 | -48.583 | 6.577 | -55.16 |
Avg Daily Profit (%) | 0.1709 | 0.1914 | -0.0205 | -0.0366 | 0.0035 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159382 | -121899 | -150689 | -190972 | -143865 | -102030 |
Profit Factor | 1.5796 | 2.3374 | 0.8649 | 0.8959 | 1.0282 | 0.7637 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 45.977 | 32.5581 | 59.0909 | 45.977 | 32.5581 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.856 | 4.8417 | 0.5988 | 1.0526 | 2.1299 | 0.5287 |
Largest Winning Trade | 338833 | 338833 | 45588 | 120721 | 120721 | 35269 |
Largest Losing Trade | -65773 | -21730 | -65773 | -51190 | -30196 | -51190 |
Avg Bars in Trades | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Winners | 73 | 101 | 59 | 73 | 101 | 59 |
Avg Bars in Losers | 37 | 30 | 48 | 37 | 30 | 48 |
Bars Traded | 4716 | 2302 | 2414 | 4716 | 2302 | 2414 |
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 | 321967 | 189592 | -579541 | -580443 | -549020 | -579541 |
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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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