Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317943.8876 | 270832.6089 | 47111.2786 | 136493.9964 | 142714.1605 | -6220.1641 |
Total P&L (%) | 317.9439 | 270.8326 | 47.1113 | 136.494 | 142.7142 | -6.2202 |
Avg Daily Profit (%) | 0.1796 | 0.153 | 0.0266 | 0.0486 | 0.0501 | -0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78917 | -44085 | -125629 | -172894 | -105634 | -173296 |
Profit Factor | 1.5823 | 2.4701 | 1.1302 | 1.1701 | 1.4428 | 0.987 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 50.7042 | 51.4286 | 50 | 50.7042 | 51.4286 | 50 |
Ratio Avg Win / Avg Loss | 1.5383 | 2.3328 | 1.1302 | 1.1376 | 1.3627 | 0.987 |
Largest Winning Trade | 75953 | 75953 | 69598 | 100301 | 100301 | 72485 |
Largest Losing Trade | -62368 | -29533 | -62368 | -86946 | -83078 | -86946 |
Avg Bars in Trades | 96 | 110 | 83 | 96 | 110 | 83 |
Avg Bars in Winners | 132 | 137 | 128 | 132 | 137 | 128 |
Avg Bars in Losers | 59 | 81 | 38 | 59 | 81 | 38 |
Bars Traded | 6857 | 3856 | 3001 | 6857 | 3856 | 3001 |
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 | -80819 | 435672 | -236217 | -252561 | -124880 | -580780 |
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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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