Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477324.5472 | 383936.9341 | 93387.6132 | 237219.5427 | 406911.3474 | -169691.8047 |
Total P&L (%) | 477.3245 | 383.9369 | 93.3876 | 237.2195 | 406.9113 | -169.6918 |
Avg Daily Profit (%) | 0.2992 | 0.2407 | 0.0585 | 0.0762 | 0.1018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84790 | -92717 | -83333 | -491217 | -479526 | -437336 |
Profit Factor | 2.037 | 2.6118 | 1.4205 | 1.1228 | 1.4442 | 0.833 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 49.2958 | 44.4444 | 54.2857 | 49.2958 | 44.4444 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.0952 | 3.2647 | 1.1962 | 1.1549 | 1.8052 | 0.7015 |
Largest Winning Trade | 301910 | 301910 | 62391 | 339250 | 339250 | 177686 |
Largest Losing Trade | -61909 | -26255 | -61909 | -250700 | -145450 | -250700 |
Avg Bars in Trades | 63 | 48 | 79 | 63 | 48 | 79 |
Avg Bars in Winners | 88 | 59 | 113 | 88 | 59 | 113 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 4522 | 1731 | 2791 | 4522 | 1731 | 2791 |
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 | -79210 | 388326 | -113389 | -268192 | -57163 | -580232 |
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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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