Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523324.0989 | 480512.3744 | 42811.7245 | 152052.6678 | 294673.828 | -142621.1602 |
Total P&L (%) | 523.3241 | 480.5124 | 42.8117 | 152.0527 | 294.6738 | -142.6212 |
Avg Daily Profit (%) | 0.2943 | 0.2703 | 0.0241 | 0.052 | 0.0772 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90006 | -73438 | -69749 | -568810 | -236286 | -446876 |
Profit Factor | 2.034 | 3.7893 | 1.1282 | 1.0804 | 1.4771 | 0.8879 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 41.9753 | 34.1463 | 50 | 41.9753 | 34.1463 | 50 |
Ratio Avg Win / Avg Loss | 2.8117 | 7.308 | 1.1282 | 1.4936 | 2.8487 | 0.8879 |
Largest Winning Trade | 332180 | 332180 | 77180 | 429622 | 429622 | 242591 |
Largest Losing Trade | -56299 | -24942 | -56299 | -253401 | -78390 | -253401 |
Avg Bars in Trades | 84 | 62 | 107 | 84 | 62 | 107 |
Avg Bars in Winners | 146 | 111 | 170 | 146 | 111 | 170 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 6871 | 2578 | 4293 | 6871 | 2578 | 4293 |
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 | -6688 | 323967 | -242110 | -274898 | -93665 | -580749 |
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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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