Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591366.462 | 553549.4899 | 37816.9722 | -81902.3532 | 612666.4351 | -694568.7883 |
Total P&L (%) | 591.3665 | 553.5495 | 37.817 | -81.9024 | 612.6664 | -694.5688 |
Avg Daily Profit (%) | 0.2366 | 0.2215 | 0.0151 | -0.0684 | 0.0786 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166692 | -99477 | -136441 | -775026 | -122299 | -722014 |
Profit Factor | 1.6062 | 2.2992 | 1.0688 | 0.9464 | 2.4231 | 0.3679 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 55.5556 | 52.7778 | 58.3333 | 55.5556 | 52.7778 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.285 | 2.0572 | 0.7635 | 0.7572 | 2.168 | 0.2628 |
Largest Winning Trade | 188344 | 188344 | 60368 | 446436 | 446436 | 96134 |
Largest Losing Trade | -98507 | -54351 | -98507 | -661729 | -122299 | -661729 |
Avg Bars in Trades | 101 | 77 | 125 | 101 | 77 | 125 |
Avg Bars in Winners | 114 | 76 | 149 | 114 | 76 | 149 |
Avg Bars in Losers | 85 | 79 | 92 | 85 | 79 | 92 |
Bars Traded | 14644 | 5613 | 9031 | 14644 | 5613 | 9031 |
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 | 409726 | -66221 | -399622 | -579676 | -161778 | -658878 |
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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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