Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658856.7076 | 662859.5739 | -4002.8662 | -11334.4095 | 46034.4487 | -57368.8582 |
Total P&L (%) | 658.8567 | 662.8596 | -4.0029 | -11.3344 | 46.0344 | -57.3689 |
Avg Daily Profit (%) | 0.285 | 0.2867 | -0.0017 | -0.0052 | 0.0164 | -0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135827 | -147899 | -252396 | -154893 | -143236 | -225677 |
Profit Factor | 1.5756 | 2.0879 | 0.9925 | 0.9892 | 1.0794 | 0.8788 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 42.1769 | 40.5405 | 43.8356 | 42.1769 | 40.5405 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.1601 | 3.0622 | 1.2717 | 1.3562 | 1.5832 | 1.126 |
Largest Winning Trade | 319425 | 319425 | 58118 | 116821 | 116821 | 74294 |
Largest Losing Trade | -64173 | -50426 | -64173 | -70388 | -70388 | -65508 |
Avg Bars in Trades | 91 | 108 | 75 | 91 | 108 | 75 |
Avg Bars in Winners | 127 | 141 | 114 | 127 | 141 | 114 |
Avg Bars in Losers | 65 | 85 | 44 | 65 | 85 | 44 |
Bars Traded | 13475 | 7996 | 5479 | 13475 | 7996 | 5479 |
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 | 323626 | -55388 | -653466 | -581764 | -372823 | -653466 |
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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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