Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419084.4327 | 346304.3893 | 72780.0435 | 187453.9723 | 551189.6406 | -363735.6683 |
Total P&L (%) | 419.0844 | 346.3044 | 72.78 | 187.454 | 551.1896 | -363.7357 |
Avg Daily Profit (%) | 0.2614 | 0.216 | 0.0454 | 0.0659 | 0.117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147590 | -104667 | -90341 | -919234 | -820535 | -673359 |
Profit Factor | 1.7481 | 2.2814 | 1.251 | 1.0607 | 1.3789 | 0.777 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 50.6329 | 42.5 | 58.9744 | 50.6329 | 42.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.7044 | 3.0866 | 0.8703 | 1.0342 | 1.8655 | 0.5405 |
Largest Winning Trade | 184824 | 184824 | 63196 | 525553 | 525553 | 269149 |
Largest Losing Trade | -54006 | -40103 | -54006 | -483928 | -483928 | -348793 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 48 | 36 | 57 | 48 | 36 | 57 |
Avg Bars in Losers | 28 | 23 | 35 | 28 | 23 | 35 |
Bars Traded | 3028 | 1149 | 1879 | 3028 | 1149 | 1879 |
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 | -19735 | 341663 | -132968 | -289850 | -37388 | -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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