Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770162.7962 | 816429.603 | -46266.8068 | -78399.6791 | 63280.4971 | -141680.1762 |
Total P&L (%) | 770.1628 | 816.4296 | -46.2668 | -78.3997 | 63.2805 | -141.6802 |
Avg Daily Profit (%) | 0.3179 | 0.337 | -0.0191 | -0.0632 | 0.0202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228217 | -163017 | -213967 | -289806 | -183518 | -225525 |
Profit Factor | 2.1191 | 3.3891 | 0.8665 | 0.8639 | 1.2032 | 0.4652 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 51.8519 | 48.7805 | 55 | 51.8519 | 48.7805 | 55 |
Ratio Avg Win / Avg Loss | 1.9678 | 3.5586 | 0.7089 | 0.8022 | 1.2634 | 0.3806 |
Largest Winning Trade | 787466 | 787466 | 63785 | 265807 | 265807 | 55907 |
Largest Losing Trade | -66454 | -66454 | -63528 | -127679 | -127679 | -62815 |
Avg Bars in Trades | 85 | 69 | 102 | 85 | 69 | 102 |
Avg Bars in Winners | 90 | 78 | 101 | 90 | 78 | 101 |
Avg Bars in Losers | 80 | 60 | 104 | 80 | 60 | 104 |
Bars Traded | 6945 | 2836 | 4109 | 6945 | 2836 | 4109 |
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 | -2961 | 549055 | -580101 | -596815 | -167209 | -580101 |
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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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