Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605422.5248 | 589845.5744 | 15576.9504 | -64217.5389 | -56514.4215 | -7703.1174 |
Total P&L (%) | 605.4225 | 589.8456 | 15.577 | -64.2175 | -56.5144 | -7.7031 |
Avg Daily Profit (%) | 0.2538 | 0.2473 | 0.0065 | -0.0431 | -0.0349 | -0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153918 | -142652 | -125641 | -101270 | -104831 | -50688 |
Profit Factor | 1.7343 | 2.3325 | 1.0408 | 0.8649 | 0.8056 | 0.9582 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 48.1013 | 41.0256 | 55 | 48.1013 | 41.0256 | 55 |
Ratio Avg Win / Avg Loss | 1.8712 | 3.353 | 0.8516 | 0.9331 | 1.158 | 0.784 |
Largest Winning Trade | 288254 | 288254 | 52332 | 59876 | 59876 | 28030 |
Largest Losing Trade | -79028 | -61149 | -79028 | -57443 | -57443 | -36362 |
Avg Bars in Trades | 116 | 124 | 108 | 116 | 124 | 108 |
Avg Bars in Winners | 126 | 121 | 130 | 126 | 121 | 130 |
Avg Bars in Losers | 106 | 125 | 81 | 106 | 125 | 81 |
Bars Traded | 9176 | 4840 | 4336 | 9176 | 4840 | 4336 |
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 | -20230 | 338918 | -370584 | -612793 | -582580 | -580101 |
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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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