Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296590.3961 | 220774.6467 | 75815.7495 | -58685.4927 | -211903.147 | 153217.6542 |
Total P&L (%) | 296.5904 | 220.7746 | 75.8157 | -58.6855 | -211.9031 | 153.2177 |
Avg Daily Profit (%) | 0.1689 | 0.1258 | 0.0432 | -0.0503 | 0 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115534 | -156185 | -122821 | -457103 | -493735 | -141525 |
Profit Factor | 1.4008 | 1.468 | 1.2827 | 0.9537 | 0.7786 | 1.4935 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 47.619 | 45.2381 | 50 | 47.619 | 45.2381 | 50 |
Ratio Avg Win / Avg Loss | 1.5409 | 1.777 | 1.2827 | 1.0491 | 0.9425 | 1.4935 |
Largest Winning Trade | 140865 | 140865 | 34470 | 165221 | 165221 | 73508 |
Largest Losing Trade | -69428 | -59062 | -69428 | -197815 | -197815 | -85746 |
Avg Bars in Trades | 60 | 85 | 36 | 60 | 85 | 36 |
Avg Bars in Winners | 70 | 88 | 53 | 70 | 88 | 53 |
Avg Bars in Losers | 52 | 82 | 19 | 52 | 82 | 19 |
Bars Traded | 5115 | 3582 | 1533 | 5115 | 3582 | 1533 |
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 | 304749 | -24726 | -135207 | -579812 | -582586 | -120919 |
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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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