Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368578.1329 | 359816.6697 | 8761.4632 | 14345.4882 | 271552.0593 | -257206.5711 |
Total P&L (%) | 368.5781 | 359.8167 | 8.7615 | 14.3455 | 271.5521 | -257.2066 |
Avg Daily Profit (%) | 0.2073 | 0.2024 | 0.0049 | 0.0075 | 0.0739 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130497 | -94011 | -134102 | -514618 | -204127 | -409570 |
Profit Factor | 1.5745 | 2.1587 | 1.0265 | 1.0112 | 1.4546 | 0.621 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 47.561 | 41.4634 | 53.6585 | 47.561 | 41.4634 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.736 | 3.0476 | 0.8865 | 1.115 | 2.0536 | 0.5363 |
Largest Winning Trade | 165864 | 165864 | 67704 | 362930 | 362930 | 97939 |
Largest Losing Trade | -41435 | -41435 | -41284 | -195513 | -160035 | -195513 |
Avg Bars in Trades | 62 | 45 | 80 | 62 | 45 | 80 |
Avg Bars in Winners | 92 | 64 | 114 | 92 | 64 | 114 |
Avg Bars in Losers | 35 | 31 | 41 | 35 | 31 | 41 |
Bars Traded | 5151 | 1851 | 3300 | 5151 | 1851 | 3300 |
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 | 29893 | 304709 | -544579 | -431222 | -95469 | -580268 |
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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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