Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701219.6141 | 631431.3305 | 69788.2836 | 239796.5866 | 270690.5504 | -30893.9639 |
Total P&L (%) | 701.2196 | 631.4313 | 69.7883 | 239.7966 | 270.6906 | -30.894 |
Avg Daily Profit (%) | 0.3786 | 0.3409 | 0.0377 | 0.0661 | 0.0708 | -0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135872 | -80715 | -127138 | -344632 | -184732 | -238437 |
Profit Factor | 2.4221 | 4.138 | 1.2391 | 1.202 | 1.5045 | 0.9525 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 26.3736 | 32.6087 | 20 | 26.3736 | 32.6087 | 20 |
Ratio Avg Win / Avg Loss | 6.7617 | 8.5518 | 4.9565 | 3.3557 | 3.1092 | 3.81 |
Largest Winning Trade | 630458 | 630458 | 60657 | 368959 | 368959 | 190632 |
Largest Losing Trade | -48818 | -27086 | -48818 | -85657 | -69020 | -85657 |
Avg Bars in Trades | 38 | 17 | 60 | 38 | 17 | 60 |
Avg Bars in Winners | 116 | 42 | 240 | 116 | 42 | 240 |
Avg Bars in Losers | 10 | 4 | 16 | 10 | 4 | 16 |
Bars Traded | 3533 | 791 | 2743 | 3533 | 791 | 2743 |
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 | -9338 | 359759 | -193817 | -127637 | -102413 | -630063 |
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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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