Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438947.3924 | 445825.4708 | -6878.0784 | -60553.3837 | 135532.0573 | -196085.441 |
Total P&L (%) | 438.9474 | 445.8255 | -6.8781 | -60.5534 | 135.5321 | -196.0854 |
Avg Daily Profit (%) | 0.2268 | 0.2304 | -0.0036 | -0.0481 | 0.0443 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200180 | -126855 | -83740 | -481478 | -124143 | -361841 |
Profit Factor | 1.7007 | 2.3129 | 0.976 | 0.9185 | 1.5438 | 0.6025 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 44.9438 | 40.9091 | 48.8889 | 44.9438 | 40.9091 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.0834 | 3.3409 | 1.0204 | 1.1251 | 2.2299 | 0.6299 |
Largest Winning Trade | 374884 | 374884 | 63632 | 176130 | 176130 | 141972 |
Largest Losing Trade | -74623 | -60584 | -74623 | -360387 | -74250 | -360387 |
Avg Bars in Trades | 77 | 95 | 60 | 77 | 95 | 60 |
Avg Bars in Winners | 108 | 137 | 84 | 108 | 137 | 84 |
Avg Bars in Losers | 52 | 66 | 36 | 52 | 66 | 36 |
Bars Traded | 6919 | 4212 | 2707 | 6919 | 4212 | 2707 |
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 | 336390 | 317083 | -579477 | -580840 | -134562 | -581144 |
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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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