Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309351.4369 | 340702.8624 | -31351.4255 | -60999.8908 | 380274.2586 | -441274.1495 |
Total P&L (%) | 309.3514 | 340.7029 | -31.3514 | -60.9999 | 380.2743 | -441.2741 |
Avg Daily Profit (%) | 0.1745 | 0.1922 | -0.0177 | -0.0531 | 0.0886 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244512 | -149580 | -110846 | -813045 | -326803 | -545551 |
Profit Factor | 1.4418 | 2.016 | 0.9141 | 0.9601 | 1.6 | 0.5061 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 44.5652 | 47.8261 | 41.3043 | 44.5652 | 47.8261 | 41.3043 |
Ratio Avg Win / Avg Loss | 1.7935 | 2.1993 | 1.2989 | 1.1942 | 1.7455 | 0.7192 |
Largest Winning Trade | 231820 | 231820 | 66203 | 526790 | 526790 | 109631 |
Largest Losing Trade | -47256 | -35624 | -47256 | -350752 | -118607 | -350752 |
Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Winners | 77 | 85 | 67 | 77 | 85 | 67 |
Avg Bars in Losers | 38 | 36 | 39 | 38 | 36 | 39 |
Bars Traded | 5116 | 2755 | 2361 | 5116 | 2755 | 2361 |
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 | 273495 | 382104 | -582419 | -580979 | -72447 | -584086 |
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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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