Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356634.9571 | 335408.7879 | 21226.1692 | -6741.0423 | 146338.5119 | -153079.5541 |
Total P&L (%) | 356.635 | 335.4088 | 21.2262 | -6.741 | 146.3385 | -153.0796 |
Avg Daily Profit (%) | 0.2219 | 0.2087 | 0.0132 | -0.0043 | 0.0561 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145102 | -143918 | -112736 | -363583 | -266705 | -205490 |
Profit Factor | 1.6017 | 1.9955 | 1.083 | 0.9941 | 1.2213 | 0.6826 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 51.1905 | 50 | 52.381 | 51.1905 | 50 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5272 | 1.9955 | 0.9845 | 0.9479 | 1.2213 | 0.6206 |
Largest Winning Trade | 272831 | 272831 | 57710 | 247503 | 247503 | 52783 |
Largest Losing Trade | -48456 | -43961 | -48456 | -109042 | -109042 | -69730 |
Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Winners | 43 | 29 | 55 | 43 | 29 | 55 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 3009 | 1242 | 1767 | 3009 | 1242 | 1767 |
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 | 403861 | 425078 | -311826 | -580399 | -118083 | -580426 |
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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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