Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610104.3954 | 545107.8414 | 64996.554 | 165449.4763 | 384433.9689 | -218984.4926 |
Total P&L (%) | 610.1044 | 545.1078 | 64.9966 | 165.4495 | 384.434 | -218.9845 |
Avg Daily Profit (%) | 0.2557 | 0.2285 | 0.0272 | 0.0409 | 0.0662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135246 | -94001 | -128008 | -1123657 | -692263 | -871132 |
Profit Factor | 1.7985 | 2.557 | 1.157 | 1.0424 | 1.2372 | 0.9039 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 40.7407 | 39.0244 | 42.5 | 40.7407 | 39.0244 | 42.5 |
Ratio Avg Win / Avg Loss | 2.616 | 3.9953 | 1.5654 | 1.5163 | 1.9331 | 1.223 |
Largest Winning Trade | 203910 | 203910 | 66083 | 367878 | 356676 | 367878 |
Largest Losing Trade | -55007 | -28302 | -55007 | -441804 | -293347 | -441804 |
Avg Bars in Trades | 84 | 58 | 111 | 84 | 58 | 111 |
Avg Bars in Winners | 153 | 95 | 208 | 153 | 95 | 208 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 6820 | 2378 | 4442 | 6820 | 2378 | 4442 |
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 | -7952 | 321257 | -206398 | -330863 | -108015 | -581999 |
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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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