Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323208.5562 | 293220.6267 | 29987.9295 | 536290.2113 | 786650.9688 | -250360.7574 |
Total P&L (%) | 323.2086 | 293.2206 | 29.9879 | 536.2902 | 786.651 | -250.3608 |
Avg Daily Profit (%) | 0.3615 | 0.328 | 0.0335 | 0.2072 | 0.2444 | 0 |
Buy And Hold Return (%) | 198.97 | 198.97 | 198.97 | 198.97 | 198.97 | 198.97 |
Max Trade Drawdown | -79961 | -52340 | -61799 | -984391 | -632638 | -548552 |
Profit Factor | 2.1021 | 3.024 | 1.2021 | 1.2162 | 1.6208 | 0.7937 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 53.4247 | 51.3514 | 55.5556 | 53.4247 | 51.3514 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8326 | 2.8648 | 0.9617 | 1.0603 | 1.5355 | 0.635 |
Largest Winning Trade | 113627 | 113627 | 29307 | 822517 | 822517 | 230404 |
Largest Losing Trade | -22621 | -22621 | -19799 | -285186 | -242907 | -285186 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3364 | 1658 | 1706 | 3364 | 1658 | 1706 |
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 | -71949 | -3734 | -315321 | -71266 | 338503 | -580059 |
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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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