Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463911.7418 | 446626.8145 | 17284.9273 | 56016.7618 | -82879.3075 | 138896.0693 |
Total P&L (%) | 463.9117 | 446.6268 | 17.2849 | 56.0168 | -82.8793 | 138.8961 |
Avg Daily Profit (%) | 0.1853 | 0.1784 | 0.0069 | 0.0178 | -0.0705 | 0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122160 | -124161 | -94817 | -661849 | -629944 | -264661 |
Profit Factor | 1.704 | 2.2878 | 1.0554 | 1.0255 | 0.9398 | 1.1693 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 50 | 51.2821 | 48.7179 | 50 | 51.2821 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.704 | 2.1734 | 1.1109 | 1.0255 | 0.8928 | 1.2309 |
Largest Winning Trade | 326437 | 326437 | 40541 | 357493 | 357493 | 186689 |
Largest Losing Trade | -46318 | -46318 | -40766 | -265140 | -265140 | -155540 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 67 | 48 | 87 | 67 | 48 | 87 |
Avg Bars in Losers | 57 | 54 | 60 | 57 | 54 | 60 |
Bars Traded | 4870 | 1999 | 2871 | 4870 | 1999 | 2871 |
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 | -28052 | 431248 | -352384 | -401307 | -580591 | -181150 |
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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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