Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442582.5452 | 314381.3641 | 128201.181 | 616009.6956 | 822468.5219 | -206458.8263 |
Total P&L (%) | 442.5825 | 314.3814 | 128.2012 | 616.0097 | 822.4685 | -206.4588 |
Avg Daily Profit (%) | 0.1855 | 0.1318 | 0.0537 | 0.0825 | 0.0932 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124870 | -98811 | -144046 | -570812 | -226036 | -659352 |
Profit Factor | 1.8294 | 2.3617 | 1.4235 | 1.3183 | 2.1368 | 0.8296 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.988 | 43.9024 | 50 | 46.988 | 43.9024 | 50 |
Ratio Avg Win / Avg Loss | 2.064 | 3.0178 | 1.4235 | 1.4873 | 2.7304 | 0.8296 |
Largest Winning Trade | 104822 | 104822 | 55381 | 261386 | 261386 | 181919 |
Largest Losing Trade | -50210 | -34216 | -50210 | -240889 | -124200 | -240889 |
Avg Bars in Trades | 80 | 85 | 76 | 80 | 85 | 76 |
Avg Bars in Winners | 120 | 122 | 118 | 120 | 122 | 118 |
Avg Bars in Losers | 46 | 56 | 35 | 46 | 56 | 35 |
Bars Traded | 6720 | 3497 | 3223 | 6720 | 3497 | 3223 |
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 | 306699 | -14938 | -120273 | -84577 | -66423 | -580734 |
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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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