Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369106.0197 | 358425.6956 | 10680.3241 | -30363.1977 | 171383.9843 | -201747.1821 |
Total P&L (%) | 369.106 | 358.4257 | 10.6803 | -30.3632 | 171.384 | -201.7472 |
Avg Daily Profit (%) | 0.1532 | 0.1487 | 0.0044 | -0.015 | 0.0414 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185764 | -166637 | -59146 | -1499421 | -1294381 | -296971 |
Profit Factor | 1.6026 | 1.78 | 1.0698 | 0.9873 | 1.0981 | 0.6891 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 51.7647 | 52.381 | 51.1628 | 51.7647 | 52.381 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.4933 | 1.6181 | 1.0212 | 0.92 | 0.9983 | 0.6578 |
Largest Winning Trade | 206211 | 206211 | 31234 | 380739 | 380739 | 107238 |
Largest Losing Trade | -71996 | -71996 | -22573 | -819672 | -819672 | -141719 |
Avg Bars in Trades | 55 | 105 | 6 | 55 | 105 | 6 |
Avg Bars in Winners | 47 | 89 | 6 | 47 | 89 | 6 |
Avg Bars in Losers | 63 | 123 | 6 | 63 | 123 | 6 |
Bars Traded | 4714 | 4440 | 274 | 4714 | 4440 | 274 |
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 | 345553 | 331916 | -474773 | -580322 | -251464 | -580298 |
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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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