Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444319.0983 | 377257.2117 | 67061.8866 | 125239.6743 | 143476.0468 | -18236.3725 |
Total P&L (%) | 444.3191 | 377.2572 | 67.0619 | 125.2397 | 143.476 | -18.2364 |
Avg Daily Profit (%) | 0.2784 | 0.2364 | 0.042 | 0.0509 | 0.0558 | -0.0126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90039 | -90135 | -59692 | -375740 | -196841 | -196276 |
Profit Factor | 1.846 | 2.3705 | 1.2683 | 1.0942 | 1.2137 | 0.9723 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 51.2821 | 43.5897 | 58.9744 | 51.2821 | 43.5897 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.7537 | 3.0676 | 0.8823 | 1.0395 | 1.5706 | 0.6764 |
Largest Winning Trade | 298076 | 298076 | 60122 | 261645 | 261645 | 152672 |
Largest Losing Trade | -38663 | -38663 | -30258 | -119373 | -70728 | -119373 |
Avg Bars in Trades | 60 | 40 | 79 | 60 | 40 | 79 |
Avg Bars in Winners | 84 | 58 | 103 | 84 | 58 | 103 |
Avg Bars in Losers | 34 | 26 | 46 | 34 | 26 | 46 |
Bars Traded | 4687 | 1579 | 3108 | 4687 | 1579 | 3108 |
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 | -26817 | 359094 | -137569 | -280417 | -120251 | -579594 |
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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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