Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510437.1403 | 577434.829 | -66997.6888 | -87459.184 | -76108.1718 | -11351.0122 |
Total P&L (%) | 510.4371 | 577.4348 | -66.9977 | -87.4592 | -76.1082 | -11.351 |
Avg Daily Profit (%) | 0.214 | 0.2421 | -0.0281 | -0.087 | -0.06 | -0.0051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183227 | -132833 | -206142 | -134120 | -70391 | -78471 |
Profit Factor | 1.5044 | 1.9785 | 0.8411 | 0.7333 | 0.6245 | 0.9094 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 1.8388 | 2.9677 | 0.8411 | 0.8962 | 0.9367 | 0.9094 |
Largest Winning Trade | 276010 | 276010 | 39408 | 39408 | 30586 | 39408 |
Largest Losing Trade | -81647 | -57763 | -81647 | -47746 | -47746 | -41155 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 42 | 41 | 42 | 42 | 41 | 42 |
Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
Bars Traded | 4461 | 2035 | 2425 | 4461 | 2035 | 2425 |
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 | 323117 | -161191 | -749958 | -582403 | -754125 | -749958 |
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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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