Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472606.0491 | 476527.9586 | -3921.9095 | -37521.0938 | 128034.566 | -165555.6598 |
Total P&L (%) | 472.606 | 476.528 | -3.9219 | -37.5211 | 128.0346 | -165.5557 |
Avg Daily Profit (%) | 0.2938 | 0.2963 | -0.0024 | -0.0292 | 0.0513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163677 | -134885 | -89835 | -542352 | -368086 | -191765 |
Profit Factor | 1.6901 | 2.3246 | 0.9879 | 0.9656 | 1.2248 | 0.6829 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 42.3529 | 30.2326 | 54.7619 | 42.3529 | 30.2326 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.3004 | 5.3645 | 0.8161 | 1.3143 | 2.8266 | 0.5641 |
Largest Winning Trade | 351644 | 351644 | 56909 | 385814 | 385814 | 109299 |
Largest Losing Trade | -51289 | -36405 | -51289 | -179122 | -159748 | -179122 |
Avg Bars in Trades | 72 | 68 | 76 | 72 | 68 | 76 |
Avg Bars in Winners | 100 | 114 | 92 | 100 | 114 | 92 |
Avg Bars in Losers | 51 | 47 | 57 | 51 | 47 | 57 |
Bars Traded | 6142 | 2927 | 3214 | 6142 | 2927 | 3214 |
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 | 319622 | 188423 | -580117 | -581858 | -131359 | -580117 |
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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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