Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554691.3312 | 610476.6033 | -55785.2721 | -80748.1138 | -11147.4128 | -69600.7009 |
Total P&L (%) | 554.6913 | 610.4766 | -55.7853 | -80.7481 | -11.1474 | -69.6007 |
Avg Daily Profit (%) | 0.2336 | 0.2571 | -0.0235 | -0.0694 | -0.005 | -0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200494 | -187971 | -72101 | -512037 | -487660 | -172812 |
Profit Factor | 1.3643 | 1.666 | 0.9079 | 0.9528 | 0.9896 | 0.8915 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 44.7368 | 38.5965 | 50.8772 | 44.7368 | 38.5965 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.6853 | 2.6504 | 0.8766 | 1.177 | 1.5743 | 0.8607 |
Largest Winning Trade | 349100 | 349100 | 39627 | 398187 | 398187 | 148480 |
Largest Losing Trade | -49095 | -49095 | -33793 | -136536 | -136536 | -88317 |
Avg Bars in Trades | 61 | 87 | 35 | 61 | 87 | 35 |
Avg Bars in Winners | 71 | 116 | 37 | 71 | 116 | 37 |
Avg Bars in Losers | 53 | 69 | 33 | 53 | 69 | 33 |
Bars Traded | 13978 | 9955 | 4023 | 13978 | 9955 | 4023 |
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 | 326129 | 251830 | -580915 | -579964 | -582685 | -580915 |
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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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