Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561039.0457 | 584649.7077 | -23610.662 | 10193.7789 | 123131.972 | -112938.1932 |
Total P&L (%) | 561.039 | 584.6497 | -23.6107 | 10.1938 | 123.132 | -112.9382 |
Avg Daily Profit (%) | 0.3007 | 0.3133 | -0.0127 | 0.0052 | 0.043 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160957 | -69716 | -119846 | -89733 | -49494 | -95225 |
Profit Factor | 1.6174 | 2.3484 | 0.9503 | 1.0163 | 1.4452 | 0.675 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 40.8 | 38.0952 | 43.5484 | 40.8 | 38.0952 | 43.5484 |
Ratio Avg Win / Avg Loss | 2.3468 | 3.8162 | 1.2319 | 1.4747 | 2.3484 | 0.8749 |
Largest Winning Trade | 340663 | 340663 | 42299 | 123333 | 123333 | 38844 |
Largest Losing Trade | -52720 | -38569 | -52720 | -44323 | -27040 | -44323 |
Avg Bars in Trades | 170 | 158 | 183 | 170 | 158 | 183 |
Avg Bars in Winners | 279 | 283 | 276 | 279 | 283 | 276 |
Avg Bars in Losers | 95 | 81 | 111 | 95 | 81 | 111 |
Bars Traded | 21365 | 9987 | 11378 | 21365 | 9987 | 11378 |
Profit Streak | 0 | 0 | 47.7981 | 0 | 0 | 47.7981 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313692 | -138108 | -735517 | -551424 | -284950 | -737184 |
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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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