Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135249.7745 | 1200261.1974 | -65011.4229 | -86255.9111 | 74341.4069 | -160597.318 |
Total P&L (%) | 1135.2498 | 1200.2612 | -65.0114 | -86.2559 | 74.3414 | -160.5973 |
Avg Daily Profit (%) | 0.478 | 0.5054 | -0.0274 | -0.0835 | 0.0234 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198036 | -154518 | -115136 | -387584 | -218724 | -197942 |
Profit Factor | 2.049 | 2.4737 | 0.7572 | 0.9076 | 1.1114 | 0.3963 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 79 | 29 | 50 | 79 | 29 | 50 |
Losing Trades | 98 | 59 | 39 | 98 | 59 | 39 |
Profitability (%) | 44.6328 | 32.9545 | 56.1798 | 44.6328 | 32.9545 | 56.1798 |
Ratio Avg Win / Avg Loss | 2.5418 | 5.0326 | 0.5906 | 1.1259 | 2.2611 | 0.3091 |
Largest Winning Trade | 999640 | 999640 | 22789 | 364832 | 364832 | 23921 |
Largest Losing Trade | -61882 | -61882 | -34973 | -152603 | -152603 | -66142 |
Avg Bars in Trades | 77 | 149 | 7 | 77 | 149 | 7 |
Avg Bars in Winners | 98 | 257 | 6 | 98 | 257 | 6 |
Avg Bars in Losers | 60 | 95 | 7 | 60 | 95 | 7 |
Bars Traded | 13750 | 13126 | 624 | 13750 | 13126 | 624 |
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 | 473354 | 302930 | -580015 | -580271 | -265422 | -580015 |
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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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