Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504251.7083 | 538132.4907 | -33880.7824 | 99841.8915 | 776336.263 | -676494.3715 |
Total P&L (%) | 504.2517 | 538.1325 | -33.8808 | 99.8419 | 776.3363 | -676.4944 |
Avg Daily Profit (%) | 0.2179 | 0.2325 | -0.0146 | 0.0299 | 0.0938 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213898 | -160193 | -142982 | -2102608 | -1378823 | -1134165 |
Profit Factor | 1.5529 | 2.2619 | 0.9302 | 1.022 | 1.3174 | 0.6766 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 46.5116 | 49.2308 | 43.75 | 46.5116 | 49.2308 | 43.75 |
Ratio Avg Win / Avg Loss | 1.7858 | 2.3326 | 1.196 | 1.1753 | 1.3586 | 0.8699 |
Largest Winning Trade | 178159 | 178159 | 85062 | 779223 | 779223 | 301055 |
Largest Losing Trade | -53857 | -41287 | -53857 | -799056 | -799056 | -517605 |
Avg Bars in Trades | 32 | 22 | 43 | 32 | 22 | 43 |
Avg Bars in Winners | 44 | 23 | 68 | 44 | 23 | 68 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 4233 | 1442 | 2791 | 4233 | 1442 | 2791 |
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 | 356983 | -119080 | -721000 | -350252 | -198799 | -722666 |
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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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