Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590451.0825 | 632627.7373 | -42176.6548 | -60309.4884 | 115332.8448 | -175642.3333 |
Total P&L (%) | 590.4511 | 632.6277 | -42.1767 | -60.3095 | 115.3328 | -175.6423 |
Avg Daily Profit (%) | 0.2433 | 0.2607 | -0.0174 | -0.0381 | 0.0316 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233739 | -141762 | -204557 | -281834 | -137726 | -242631 |
Profit Factor | 1.7923 | 2.7034 | 0.8872 | 0.9164 | 1.3368 | 0.5366 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 41.1765 | 43.3333 | 38.9831 | 41.1765 | 43.3333 | 38.9831 |
Ratio Avg Win / Avg Loss | 2.5604 | 3.5352 | 1.3886 | 1.3091 | 1.7481 | 0.8398 |
Largest Winning Trade | 693054 | 693054 | 62699 | 264434 | 264434 | 72411 |
Largest Losing Trade | -44610 | -31507 | -44610 | -72234 | -66937 | -72234 |
Avg Bars in Trades | 58 | 38 | 78 | 58 | 38 | 78 |
Avg Bars in Winners | 98 | 56 | 146 | 98 | 56 | 146 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 6962 | 2331 | 4631 | 6962 | 2331 | 4631 |
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 | 312897 | -158059 | -760353 | -582226 | -321015 | -762020 |
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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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