Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336748.3083 | 319112.9932 | 17635.3151 | 97548.8782 | 125322.0697 | -27773.1915 |
Total P&L (%) | 336.7483 | 319.113 | 17.6353 | 97.5489 | 125.3221 | -27.7732 |
Avg Daily Profit (%) | 0.177 | 0.1677 | 0.0093 | 0.0358 | 0.0427 | -0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122837 | -62474 | -99097 | -367539 | -193222 | -201612 |
Profit Factor | 1.6565 | 2.3695 | 1.063 | 1.0921 | 1.258 | 0.9516 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 50.6667 | 55.2632 | 45.9459 | 50.6667 | 55.2632 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.6129 | 1.9182 | 1.2506 | 1.0634 | 1.0184 | 1.1195 |
Largest Winning Trade | 215980 | 215980 | 69748 | 201522 | 167501 | 201522 |
Largest Losing Trade | -42405 | -32850 | -42405 | -159073 | -114900 | -159073 |
Avg Bars in Trades | 42 | 35 | 49 | 42 | 35 | 49 |
Avg Bars in Winners | 58 | 38 | 83 | 58 | 38 | 83 |
Avg Bars in Losers | 25 | 32 | 20 | 25 | 32 | 20 |
Bars Traded | 3188 | 1357 | 1831 | 3188 | 1357 | 1831 |
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 | -50629 | 451938 | -341714 | -325503 | -135338 | -580682 |
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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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