Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553230.0177 | 499087.7517 | 54142.266 | 258909.9491 | 437434.0549 | -178524.1058 |
Total P&L (%) | 553.23 | 499.0878 | 54.1423 | 258.9099 | 437.4341 | -178.5241 |
Avg Daily Profit (%) | 0.295 | 0.2661 | 0.0289 | 0.0682 | 0.0897 | 0 |
Buy And Hold Return (%) | 20.2576 | 20.2576 | 20.2576 | 20.2576 | 20.2576 | 20.2576 |
Max Trade Drawdown | -161736 | -142252 | -69592 | -612456 | -210529 | -461065 |
Profit Factor | 1.8912 | 2.3862 | 1.2077 | 1.1948 | 1.7492 | 0.7605 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 52 | 47.3684 | 56.7568 | 52 | 47.3684 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.7458 | 2.6513 | 0.9201 | 1.1029 | 1.9436 | 0.5794 |
Largest Winning Trade | 293677 | 293677 | 45273 | 307767 | 307767 | 174942 |
Largest Losing Trade | -52896 | -51831 | -52896 | -461065 | -99731 | -461065 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 3364 | 1762 | 1602 | 3364 | 1762 | 1602 |
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 | -48578 | 421965 | -158983 | -169227 | -70895 | -579896 |
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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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