Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404682.151 | 343290.8235 | 61391.3275 | 348067.6689 | 425606.5827 | -77538.9138 |
Total P&L (%) | 404.6822 | 343.2908 | 61.3913 | 348.0677 | 425.6066 | -77.5389 |
Avg Daily Profit (%) | 0.272 | 0.2307 | 0.0413 | 0.1009 | 0.1116 | -0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88761 | -27709 | -81986 | -323230 | -125033 | -403779 |
Profit Factor | 2.0387 | 3.5958 | 1.2386 | 1.2669 | 2.0367 | 0.9132 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 27.2727 | 33.3333 | 21.0526 | 27.2727 | 33.3333 | 21.0526 |
Ratio Avg Win / Avg Loss | 5.4366 | 7.1915 | 4.6446 | 3.3784 | 4.0733 | 3.4246 |
Largest Winning Trade | 209983 | 209983 | 94456 | 238439 | 199859 | 238439 |
Largest Losing Trade | -32950 | -13699 | -32950 | -96718 | -62132 | -96718 |
Avg Bars in Trades | 69 | 18 | 123 | 69 | 18 | 123 |
Avg Bars in Winners | 233 | 43 | 541 | 233 | 43 | 541 |
Avg Bars in Losers | 8 | 5 | 11 | 8 | 5 | 11 |
Bars Traded | 5382 | 706 | 4676 | 5382 | 706 | 4676 |
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 | -53964 | 304774 | -184740 | -123410 | -46319 | -625199 |
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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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