Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504288.1014 | 619821.0328 | -115532.9314 | -88854.0249 | 144916.4342 | -233770.4592 |
Total P&L (%) | 504.2881 | 619.821 | -115.5329 | -88.854 | 144.9164 | -233.7705 |
Avg Daily Profit (%) | 0.2731 | 0.3357 | -0.0626 | -0.1188 | 0.0485 | 0 |
Buy And Hold Return (%) | 170.838 | 170.838 | 170.838 | 170.838 | 170.838 | 170.838 |
Max Trade Drawdown | -221468 | -74108 | -220891 | -204107 | -23932 | -231224 |
Profit Factor | 1.6042 | 3.1134 | 0.7866 | 0.741 | 3.127 | 0.1498 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 53.6585 | 58.5366 | 48.7805 | 53.6585 | 58.5366 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.3854 | 2.2053 | 0.8259 | 0.64 | 2.2149 | 0.1573 |
Largest Winning Trade | 396424 | 396424 | 78760 | 164561 | 164561 | 8259 |
Largest Losing Trade | -90750 | -40000 | -90750 | -187011 | -23932 | -187011 |
Avg Bars in Trades | 131 | 129 | 134 | 131 | 129 | 134 |
Avg Bars in Winners | 190 | 173 | 210 | 190 | 173 | 210 |
Avg Bars in Losers | 63 | 65 | 61 | 63 | 65 | 61 |
Bars Traded | 10805 | 5295 | 5509 | 10805 | 5295 | 5509 |
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 | -869 | 494484 | -581216 | -589081 | -286770 | -581216 |
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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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