Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261276.9008 | 319213.4884 | -57936.5876 | -86478.351 | -530.3179 | -85948.0331 |
Total P&L (%) | 261.2769 | 319.2135 | -57.9366 | -86.4784 | -0.5303 | -85.948 |
Avg Daily Profit (%) | 0.1404 | 0.1716 | -0.0311 | -0.1075 | -0.0003 | -0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224439 | -53811 | -166133 | -76132 | -11568 | -40271 |
Profit Factor | 1.3368 | 2.3709 | 0.8933 | 0.6022 | 0.9916 | 0.4424 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 45.679 | 51.2195 | 40 | 45.679 | 51.2195 | 40 |
Ratio Avg Win / Avg Loss | 1.5897 | 2.258 | 1.34 | 0.7161 | 0.9444 | 0.6636 |
Largest Winning Trade | 252051 | 252051 | 65100 | 21703 | 21703 | 16762 |
Largest Losing Trade | -80084 | -23268 | -80084 | -62360 | -22132 | -62360 |
Avg Bars in Trades | 261 | 122 | 404 | 261 | 122 | 404 |
Avg Bars in Winners | 366 | 134 | 672 | 366 | 134 | 672 |
Avg Bars in Losers | 173 | 109 | 226 | 173 | 109 | 226 |
Bars Traded | 21197 | 5010 | 16187 | 21197 | 5010 | 16187 |
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 | -22091 | 435169 | -582972 | -598735 | -580584 | -584638 |
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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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