Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596723.0406 | 556008.6816 | 40714.3589 | 99520.2042 | 212469.6074 | -112949.4032 |
Total P&L (%) | 596.723 | 556.0087 | 40.7144 | 99.5202 | 212.4696 | -112.9494 |
Avg Daily Profit (%) | 0.2477 | 0.2308 | 0.0169 | 0.0287 | 0.0473 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138396 | -83590 | -186061 | -341646 | -225812 | -461520 |
Profit Factor | 1.8109 | 2.4521 | 1.1154 | 1.0601 | 1.257 | 0.8637 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 40.4494 | 40.9091 | 40 | 40.4494 | 40.9091 | 40 |
Ratio Avg Win / Avg Loss | 2.6661 | 3.5419 | 1.673 | 1.5607 | 1.8157 | 1.2956 |
Largest Winning Trade | 284824 | 284824 | 67779 | 233053 | 233053 | 131717 |
Largest Losing Trade | -49429 | -49429 | -48724 | -131088 | -105498 | -131088 |
Avg Bars in Trades | 105 | 93 | 116 | 105 | 93 | 116 |
Avg Bars in Winners | 161 | 130 | 192 | 161 | 130 | 192 |
Avg Bars in Losers | 66 | 67 | 66 | 66 | 67 | 66 |
Bars Traded | 9356 | 4100 | 5256 | 9356 | 4100 | 5256 |
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 | 302547 | 341876 | -268777 | -311346 | -132283 | -582934 |
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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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