Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525716.5551 | 425148.3387 | 100568.2163 | 872405.1821 | -226824.9234 | 1099230.1055 |
Total P&L (%) | 525.7166 | 425.1483 | 100.5682 | 872.4052 | -226.8249 | 1099.2301 |
Avg Daily Profit (%) | 0.266 | 0.2151 | 0.0509 | 0.1151 | 0 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83971 | -57473 | -133534 | -1589060 | -1135219 | -844135 |
Profit Factor | 2.0307 | 2.9636 | 1.3426 | 1.1793 | 0.917 | 1.5159 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 50 | 55.2632 | 44.7368 | 50 | 55.2632 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.0307 | 2.3991 | 1.6585 | 1.1793 | 0.7424 | 1.8726 |
Largest Winning Trade | 144709 | 144709 | 65968 | 757204 | 581925 | 757204 |
Largest Losing Trade | -44551 | -44551 | -40646 | -781290 | -781290 | -528861 |
Avg Bars in Trades | 102 | 93 | 111 | 102 | 93 | 111 |
Avg Bars in Winners | 145 | 126 | 168 | 145 | 126 | 168 |
Avg Bars in Losers | 59 | 51 | 65 | 59 | 51 | 65 |
Bars Traded | 7782 | 3543 | 4239 | 7782 | 3543 | 4239 |
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 | -41316 | 507778 | -125550 | -115901 | -580082 | -24238 |
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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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