Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366944.8982 | 384112.7841 | -17167.8859 | -24489.8127 | 723052.1434 | -747541.956 |
Total P&L (%) | 366.9449 | 384.1128 | -17.1679 | -24.4898 | 723.0521 | -747.542 |
Avg Daily Profit (%) | 0.1856 | 0.1942 | -0.0087 | -0.0142 | 0.1066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196409 | -151466 | -125045 | -948810 | -515248 | -1033543 |
Profit Factor | 1.5183 | 2.2277 | 0.9565 | 0.9917 | 1.6857 | 0.6069 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 44.186 | 42.8571 | 43.5294 | 44.186 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9697 | 2.8139 | 1.2754 | 1.2866 | 2.1293 | 0.8092 |
Largest Winning Trade | 189734 | 189734 | 64127 | 486209 | 486209 | 327732 |
Largest Losing Trade | -67654 | -50048 | -67654 | -491406 | -290349 | -491406 |
Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Winners | 72 | 63 | 81 | 72 | 63 | 81 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 3854 | 1771 | 2083 | 3854 | 1771 | 2083 |
Profit Streak | 0 | 0 | 660.4019 | 0 | 0 | 660.4019 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278556 | 345649 | -580513 | -581400 | -49208 | -582180 |
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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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