Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479116.4449 | 431470.3319 | 47646.113 | 268608.8279 | 388722.3476 | -120113.5197 |
Total P&L (%) | 479.1164 | 431.4703 | 47.6461 | 268.6088 | 388.7223 | -120.1135 |
Avg Daily Profit (%) | 0.2048 | 0.1844 | 0.0204 | 0.0558 | 0.0678 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163506 | -58464 | -141288 | -580517 | -279471 | -371341 |
Profit Factor | 1.8284 | 2.9601 | 1.133 | 1.1387 | 1.5175 | 0.8987 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.1331 | 3.4535 | 1.3218 | 1.3285 | 1.7704 | 1.0484 |
Largest Winning Trade | 249216 | 249216 | 66737 | 326332 | 326332 | 197004 |
Largest Losing Trade | -49413 | -27674 | -49413 | -259011 | -154253 | -259011 |
Avg Bars in Trades | 173 | 162 | 185 | 173 | 162 | 185 |
Avg Bars in Winners | 255 | 243 | 267 | 255 | 243 | 267 |
Avg Bars in Losers | 103 | 92 | 114 | 103 | 92 | 114 |
Bars Traded | 13551 | 6321 | 7230 | 13551 | 6321 | 7230 |
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 | -29142 | 419967 | -242913 | -226664 | -101314 | -580586 |
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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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