Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555089.4438 | 514625.7459 | 40463.6978 | -95527.1766 | -22081.3324 | -73445.8442 |
Total P&L (%) | 555.0894 | 514.6257 | 40.4637 | -95.5272 | -22.0813 | -73.4458 |
Avg Daily Profit (%) | 0.2332 | 0.2162 | 0.017 | -0.1304 | -0.0105 | -0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144144 | -68307 | -170050 | -111106 | -45895 | -147229 |
Profit Factor | 1.6576 | 2.5605 | 1.0787 | 0.7881 | 0.8663 | 0.7429 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 60.241 | 54.7619 | 65.8537 | 60.241 | 54.7619 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.094 | 2.1152 | 0.5593 | 0.5201 | 0.7156 | 0.3852 |
Largest Winning Trade | 211420 | 211420 | 66636 | 43127 | 25074 | 43127 |
Largest Losing Trade | -97419 | -48606 | -97419 | -111106 | -35279 | -111106 |
Avg Bars in Trades | 82 | 49 | 116 | 82 | 49 | 116 |
Avg Bars in Winners | 90 | 38 | 134 | 90 | 38 | 134 |
Avg Bars in Losers | 70 | 62 | 80 | 70 | 62 | 80 |
Bars Traded | 6834 | 2063 | 4771 | 6834 | 2063 | 4771 |
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 | 384391 | 493874 | -305890 | -580450 | -580117 | -578687 |
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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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