Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791733.4988 | 809454.1807 | -17720.6819 | -61171.5986 | -36803.7521 | -24367.8465 |
Total P&L (%) | 791.7335 | 809.4542 | -17.7207 | -61.1716 | -36.8038 | -24.3678 |
Avg Daily Profit (%) | 0.3287 | 0.3361 | -0.0074 | -0.0393 | -0.0191 | -0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232724 | -188583 | -101764 | -561844 | -410458 | -158170 |
Profit Factor | 1.8807 | 2.3158 | 0.9376 | 0.9501 | 0.9572 | 0.9336 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 39.6694 | 31.6667 | 47.541 | 39.6694 | 31.6667 | 47.541 |
Ratio Avg Win / Avg Loss | 2.8603 | 4.9974 | 1.0346 | 1.445 | 2.0655 | 1.0302 |
Largest Winning Trade | 693611 | 693611 | 32601 | 327892 | 327892 | 94554 |
Largest Losing Trade | -46335 | -46335 | -30860 | -140102 | -140102 | -96798 |
Avg Bars in Trades | 114 | 198 | 31 | 114 | 198 | 31 |
Avg Bars in Winners | 147 | 315 | 37 | 147 | 315 | 37 |
Avg Bars in Losers | 92 | 144 | 25 | 92 | 144 | 25 |
Bars Traded | 13813 | 11918 | 1895 | 13813 | 11918 | 1895 |
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 | 324417 | -162977 | -741747 | -582807 | -754587 | -741747 |
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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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