Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498121.395 | 400385.8068 | 97735.5881 | 478457.6435 | -132849.836 | 611307.4794 |
Total P&L (%) | 498.1214 | 400.3858 | 97.7356 | 478.4576 | -132.8498 | 611.3075 |
Avg Daily Profit (%) | 0.1989 | 0.1599 | 0.039 | 0.0701 | 0 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89514 | -78648 | -41549 | -891518 | -742955 | -305318 |
Profit Factor | 2.0624 | 2.3023 | 1.6055 | 1.1539 | 0.9404 | 1.6953 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 48 | 48.6486 | 47.3684 | 48 | 48.6486 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.2343 | 2.4302 | 1.7839 | 1.2501 | 0.9927 | 1.8837 |
Largest Winning Trade | 270283 | 270283 | 47786 | 362888 | 314243 | 362888 |
Largest Losing Trade | -36971 | -36971 | -21024 | -341832 | -341832 | -194641 |
Avg Bars in Trades | 90 | 142 | 39 | 90 | 142 | 39 |
Avg Bars in Winners | 111 | 177 | 45 | 111 | 177 | 45 |
Avg Bars in Losers | 70 | 108 | 33 | 70 | 108 | 33 |
Bars Traded | 6756 | 5257 | 1499 | 6756 | 5257 | 1499 |
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 | -50523 | 401097 | -138741 | -212597 | -581298 | -85691 |
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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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