Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329931.7731 | 298957.2345 | 30974.5385 | -48142.4831 | 621708.3332 | -669850.8163 |
Total P&L (%) | 329.9318 | 298.9572 | 30.9745 | -48.1425 | 621.7083 | -669.8508 |
Avg Daily Profit (%) | 0.2062 | 0.1868 | 0.0194 | -0.041 | 0.1236 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179669 | -131476 | -139936 | -1416150 | -247975 | -1193165 |
Profit Factor | 1.5109 | 1.9028 | 1.0985 | 0.9827 | 1.5655 | 0.6011 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 50.5747 | 43.1818 | 58.1395 | 50.5747 | 43.1818 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.4766 | 2.5036 | 0.7909 | 0.9603 | 2.0599 | 0.4328 |
Largest Winning Trade | 274458 | 274458 | 54611 | 649001 | 649001 | 156662 |
Largest Losing Trade | -81205 | -28336 | -81205 | -955666 | -195606 | -955666 |
Avg Bars in Trades | 108 | 78 | 138 | 108 | 78 | 138 |
Avg Bars in Winners | 143 | 98 | 177 | 143 | 98 | 177 |
Avg Bars in Losers | 71 | 62 | 84 | 71 | 62 | 84 |
Bars Traded | 9401 | 3432 | 5969 | 9401 | 3432 | 5969 |
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 | 336737 | 307013 | -282800 | -580471 | -27358 | -579672 |
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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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