Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413349.2895 | 328191.0619 | 85158.2275 | 170950.5545 | 378145.4846 | -207194.93 |
Total P&L (%) | 413.3493 | 328.1911 | 85.1582 | 170.9506 | 378.1455 | -207.1949 |
Avg Daily Profit (%) | 0.2238 | 0.1777 | 0.0461 | 0.054 | 0.0848 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138307 | -135778 | -93883 | -941808 | -926751 | -741501 |
Profit Factor | 1.6047 | 1.7982 | 1.3127 | 1.0572 | 1.2258 | 0.8426 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 43.956 | 35.5556 | 52.1739 | 43.956 | 35.5556 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.046 | 3.2593 | 1.2033 | 1.3479 | 2.2217 | 0.7724 |
Largest Winning Trade | 123548 | 123548 | 53518 | 463884 | 463884 | 196586 |
Largest Losing Trade | -44911 | -44911 | -43882 | -344546 | -290006 | -344546 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 58 | 67 | 52 | 58 | 67 | 52 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 3599 | 1764 | 1835 | 3599 | 1764 | 1835 |
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 | 315153 | 190437 | -130815 | -280599 | -84610 | -580422 |
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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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