Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434223.7696 | 372274.6138 | 61949.1558 | 216498.9567 | 615609.5267 | -399110.57 |
Total P&L (%) | 434.2238 | 372.2746 | 61.9492 | 216.499 | 615.6095 | -399.1106 |
Avg Daily Profit (%) | 0.2436 | 0.2089 | 0.0348 | 0.0647 | 0.1105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105204 | -73100 | -89397 | -867827 | -337567 | -816638 |
Profit Factor | 1.9578 | 3.2728 | 1.2139 | 1.0931 | 1.815 | 0.7459 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 47.541 | 50 | 45.1613 | 47.541 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.1603 | 3.2728 | 1.4741 | 1.2062 | 1.815 | 0.9057 |
Largest Winning Trade | 197036 | 197036 | 72338 | 500340 | 500340 | 247208 |
Largest Losing Trade | -68854 | -26744 | -68854 | -729382 | -178588 | -729382 |
Avg Bars in Trades | 112 | 138 | 87 | 112 | 138 | 87 |
Avg Bars in Winners | 150 | 184 | 114 | 150 | 184 | 114 |
Avg Bars in Losers | 78 | 92 | 64 | 78 | 92 | 64 |
Bars Traded | 6864 | 4163 | 2701 | 6864 | 4163 | 2701 |
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 | -155243 | 500604 | -149368 | -391689 | -41705 | -582699 |
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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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