Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527278.1186 | 597412.7229 | -70134.6043 | -81224.2908 | 367596.2256 | -448820.5164 |
Total P&L (%) | 527.2781 | 597.4127 | -70.1346 | -81.2243 | 367.5962 | -448.8205 |
Avg Daily Profit (%) | 0.2217 | 0.2512 | -0.0295 | -0.0703 | 0.0649 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -356517 | -240508 | -158476 | -3606790 | -2757084 | -1093532 |
Profit Factor | 1.3602 | 1.6224 | 0.8608 | 0.988 | 1.0757 | 0.7645 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 144 | 63 | 81 | 144 | 63 | 81 |
Losing Trades | 107 | 62 | 45 | 107 | 62 | 45 |
Profitability (%) | 57.3705 | 50.4 | 64.2857 | 57.3705 | 50.4 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.0107 | 1.5966 | 0.4782 | 0.7341 | 1.0586 | 0.4247 |
Largest Winning Trade | 381354 | 381354 | 17909 | 1913213 | 1913213 | 177267 |
Largest Losing Trade | -60015 | -60015 | -40239 | -1301200 | -1301200 | -587527 |
Avg Bars in Trades | 27 | 44 | 11 | 27 | 44 | 11 |
Avg Bars in Winners | 22 | 41 | 7 | 22 | 41 | 7 |
Avg Bars in Losers | 35 | 47 | 18 | 35 | 47 | 18 |
Bars Traded | 6977 | 5528 | 1449 | 6977 | 5528 | 1449 |
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 | 403972 | 409544 | -578868 | -578231 | -243753 | -578868 |
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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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