Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234936.595 | 1263564.0775 | -28627.4825 | -80301.557 | -15940.155 | -64361.402 |
Total P&L (%) | 1234.9366 | 1263.5641 | -28.6275 | -80.3016 | -15.9402 | -64.3614 |
Avg Daily Profit (%) | 0.5244 | 0.5365 | -0.0122 | -0.069 | -0.0074 | -0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164767 | -169286 | -200450 | -195967 | -179934 | -204383 |
Profit Factor | 1.951 | 2.8914 | 0.9546 | 0.9181 | 0.9667 | 0.8719 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 107 | 45 | 62 | 107 | 45 | 62 |
Losing Trades | 155 | 86 | 69 | 155 | 86 | 69 |
Profitability (%) | 40.8397 | 34.3511 | 47.3282 | 40.8397 | 34.3511 | 47.3282 |
Ratio Avg Win / Avg Loss | 2.8262 | 5.5258 | 1.0624 | 1.33 | 1.8474 | 0.9703 |
Largest Winning Trade | 1349339 | 1349339 | 61926 | 158695 | 158695 | 49750 |
Largest Losing Trade | -75438 | -27155 | -75438 | -65973 | -36995 | -65973 |
Avg Bars in Trades | 26 | 33 | 19 | 26 | 33 | 19 |
Avg Bars in Winners | 38 | 54 | 26 | 38 | 54 | 26 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 13 |
Bars Traded | 6875 | 4333 | 2542 | 6875 | 4333 | 2542 |
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 | 453674 | 365124 | -580079 | -581025 | -584292 | -581745 |
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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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