Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645844.3553 | 632629.7411 | 13214.6143 | -58520.6495 | -20720.2361 | -37800.4134 |
Total P&L (%) | 645.8444 | 632.6297 | 13.2146 | -58.5207 | -20.7202 | -37.8004 |
Avg Daily Profit (%) | 0.2743 | 0.2687 | 0.0056 | -0.0374 | -0.0099 | -0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180790 | -104347 | -220483 | -166056 | -64431 | -164861 |
Profit Factor | 1.8494 | 2.8977 | 1.0309 | 0.878 | 0.889 | 0.8709 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 44.4444 | 42.6471 | 46.2687 | 44.4444 | 42.6471 | 46.2687 |
Ratio Avg Win / Avg Loss | 2.3118 | 3.897 | 1.1972 | 1.0975 | 1.1956 | 1.0114 |
Largest Winning Trade | 673020 | 673020 | 61395 | 61053 | 41141 | 61053 |
Largest Losing Trade | -76390 | -26430 | -76390 | -111220 | -24528 | -111220 |
Avg Bars in Trades | 51 | 38 | 64 | 51 | 38 | 64 |
Avg Bars in Winners | 70 | 47 | 92 | 70 | 47 | 92 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 6907 | 2600 | 4307 | 6907 | 2600 | 4307 |
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 | 373657 | -98160 | -555983 | -580914 | -691428 | -697520 |
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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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