Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395473.2792 | 322290.1004 | 73183.1788 | 77699.1956 | 403862.6704 | -326163.4748 |
Total P&L (%) | 395.4733 | 322.2901 | 73.1832 | 77.6992 | 403.8627 | -326.1635 |
Avg Daily Profit (%) | 0.2079 | 0.1694 | 0.0385 | 0.0302 | 0.085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168861 | -129935 | -148888 | -773757 | -453455 | -706408 |
Profit Factor | 1.5549 | 1.8902 | 1.2087 | 1.0345 | 1.3633 | 0.7148 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 46.4912 | 49.1228 | 43.8596 | 46.4912 | 49.1228 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.7897 | 1.9577 | 1.5472 | 1.1906 | 1.412 | 0.9149 |
Largest Winning Trade | 173825 | 173825 | 54311 | 430462 | 430462 | 147985 |
Largest Losing Trade | -45786 | -38703 | -45786 | -148796 | -131142 | -148796 |
Avg Bars in Trades | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Winners | 69 | 53 | 87 | 69 | 53 | 87 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 5358 | 2335 | 3023 | 5358 | 2335 | 3023 |
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 | 337670 | -169448 | -323318 | -336195 | -259340 | -763221 |
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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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