Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402696.2143 | 396612.5653 | 6083.649 | -54066.1406 | 1920184.4286 | -1974250.5692 |
Total P&L (%) | 402.6962 | 396.6126 | 6.0836 | -54.0661 | 1920.1844 | -1974.2506 |
Avg Daily Profit (%) | 0.161 | 0.1586 | 0.0024 | -0.0311 | 0.1202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135077 | -68033 | -160829 | -1620292 | -133416 | -2339978 |
Profit Factor | 1.5508 | 2.312 | 1.0142 | 0.9832 | 5.3898 | 0.2905 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 43.038 | 47.5 | 38.4615 | 43.038 | 47.5 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.0526 | 2.5554 | 1.6227 | 1.3013 | 5.9572 | 0.4648 |
Largest Winning Trade | 124398 | 124398 | 61595 | 923697 | 923697 | 268044 |
Largest Losing Trade | -93765 | -41312 | -93765 | -1562343 | -71948 | -1562343 |
Avg Bars in Trades | 90 | 79 | 102 | 90 | 79 | 102 |
Avg Bars in Winners | 133 | 113 | 158 | 133 | 113 | 158 |
Avg Bars in Losers | 58 | 48 | 67 | 58 | 48 | 67 |
Bars Traded | 7179 | 3184 | 3996 | 7179 | 3184 | 3996 |
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 | -23969 | 386106 | -563617 | -613096 | -24934 | -585244 |
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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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