Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277077.4578 | 222738.7751 | 54338.6827 | -74109.8613 | 390615.5471 | -464725.4085 |
Total P&L (%) | 277.0775 | 222.7388 | 54.3387 | -74.1099 | 390.6155 | -464.7254 |
Avg Daily Profit (%) | 0.2042 | 0.1641 | 0.04 | -0.0995 | 0.1173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105919 | -33403 | -164143 | -657549 | -102009 | -756867 |
Profit Factor | 1.5024 | 2.4175 | 1.1378 | 0.9407 | 2.6217 | 0.5397 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 57.377 | 53.3333 | 61.2903 | 57.377 | 53.3333 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.1161 | 2.1153 | 0.7186 | 0.6988 | 2.294 | 0.3408 |
Largest Winning Trade | 112087 | 112087 | 60826 | 174087 | 174087 | 91035 |
Largest Losing Trade | -85381 | -25862 | -85381 | -583252 | -102009 | -583252 |
Avg Bars in Trades | 63 | 30 | 94 | 63 | 30 | 94 |
Avg Bars in Winners | 71 | 39 | 97 | 71 | 39 | 97 |
Avg Bars in Losers | 52 | 20 | 88 | 52 | 20 | 88 |
Bars Traded | 3843 | 918 | 2925 | 3843 | 918 | 2925 |
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 | -156066 | 442986 | -209678 | -745821 | -31054 | -579354 |
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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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