Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329741.4011 | 214378.2201 | 115363.181 | 299392.7101 | 319971.3558 | -20578.6457 |
Total P&L (%) | 329.7414 | 214.3782 | 115.3632 | 299.3927 | 319.9714 | -20.5786 |
Avg Daily Profit (%) | 0.2436 | 0.1584 | 0.0852 | 0.1024 | 0.1061 | -0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91655 | -52461 | -59337 | -907502 | -434228 | -523864 |
Profit Factor | 1.9558 | 2.6445 | 1.5375 | 1.1356 | 1.4641 | 0.9864 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 50 | 41.1765 | 58.8235 | 50 | 41.1765 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.9558 | 3.7779 | 1.0762 | 1.1356 | 2.0915 | 0.6905 |
Largest Winning Trade | 198879 | 198879 | 60248 | 438906 | 388362 | 438906 |
Largest Losing Trade | -42976 | -18755 | -42976 | -361147 | -131374 | -361147 |
Avg Bars in Trades | 74 | 37 | 110 | 74 | 37 | 110 |
Avg Bars in Winners | 116 | 59 | 156 | 116 | 59 | 156 |
Avg Bars in Losers | 32 | 22 | 45 | 32 | 22 | 45 |
Bars Traded | 5048 | 1285 | 3763 | 5048 | 1285 | 3763 |
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 | -101791 | 318990 | -76500 | -241192 | -52618 | -579651 |
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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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