Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2316456.0441 | 2417562.4267 | -101106.3826 | -87067.1891 | -37560.1585 | -49507.0306 |
Total P&L (%) | 2316.456 | 2417.5624 | -101.1064 | -87.0672 | -37.5602 | -49.507 |
Avg Daily Profit (%) | 1.0001 | 1.0437 | -0.0436 | -0.0883 | -0.0203 | -0.0295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192093 | -167881 | -120421 | -435201 | -430276 | -88393 |
Profit Factor | 3.4501 | 4.3617 | 0.5532 | 0.9144 | 0.9574 | 0.632 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 45.5285 | 40.9836 | 50 | 45.5285 | 40.9836 | 50 |
Ratio Avg Win / Avg Loss | 4.1278 | 6.2808 | 0.5532 | 1.094 | 1.3787 | 0.632 |
Largest Winning Trade | 2358625 | 2358625 | 11529 | 369429 | 369429 | 18759 |
Largest Losing Trade | -89913 | -89913 | -30887 | -249204 | -249204 | -29835 |
Avg Bars in Trades | 54 | 105 | 4 | 54 | 105 | 4 |
Avg Bars in Winners | 40 | 86 | 3 | 40 | 86 | 3 |
Avg Bars in Losers | 65 | 118 | 4 | 65 | 118 | 4 |
Bars Traded | 6692 | 6441 | 251 | 6692 | 6441 | 251 |
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 | 666923 | -144760 | -734680 | -580523 | -744575 | -734680 |
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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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