Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390751.5546 | 363451.246 | 27300.3086 | 49150.5053 | 339503.8605 | -290353.3552 |
Total P&L (%) | 390.7516 | 363.4512 | 27.3003 | 49.1505 | 339.5039 | -290.3534 |
Avg Daily Profit (%) | 0.2206 | 0.2052 | 0.0154 | 0.0226 | 0.0836 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121553 | -108028 | -60356 | -586640 | -448306 | -377824 |
Profit Factor | 1.5732 | 2.1407 | 1.0752 | 1.0176 | 1.2733 | 0.8125 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 44.186 | 39.5349 | 48.8372 | 44.186 | 39.5349 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.9873 | 3.2739 | 1.1264 | 1.2854 | 1.9475 | 0.8512 |
Largest Winning Trade | 168692 | 168692 | 58096 | 381717 | 381717 | 238462 |
Largest Losing Trade | -44093 | -29013 | -44093 | -271787 | -121702 | -271787 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 58 | 46 | 68 | 58 | 46 | 68 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 3404 | 1354 | 2050 | 3404 | 1354 | 2050 |
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 | 310716 | 277866 | -313808 | -367294 | -84286 | -581179 |
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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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