Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514645.6367 | 584886.1232 | -70240.4864 | -91784.408 | -53888.1241 | -37896.2839 |
Total P&L (%) | 514.6456 | 584.8861 | -70.2405 | -91.7844 | -53.8881 | -37.8963 |
Avg Daily Profit (%) | 0.2757 | 0.3134 | -0.0376 | -0.1338 | -0.0415 | -0.0255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169709 | -145964 | -109806 | -91718 | -33997 | -35456 |
Profit Factor | 1.4974 | 1.7703 | 0.745 | 0.6264 | 0.6966 | 0.4432 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 43.4426 | 34.4262 | 52.459 | 43.4426 | 34.4262 | 52.459 |
Ratio Avg Win / Avg Loss | 1.9494 | 3.372 | 0.6752 | 0.8155 | 1.3268 | 0.4017 |
Largest Winning Trade | 375765 | 375765 | 31076 | 34012 | 34012 | 10134 |
Largest Losing Trade | -68930 | -68930 | -38959 | -66281 | -66281 | -12842 |
Avg Bars in Trades | 90 | 152 | 28 | 90 | 152 | 28 |
Avg Bars in Winners | 90 | 177 | 33 | 90 | 177 | 33 |
Avg Bars in Losers | 90 | 138 | 23 | 90 | 138 | 23 |
Bars Traded | 11026 | 9277 | 1749 | 11026 | 9277 | 1749 |
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 | 318947 | -155651 | -741861 | -583004 | -747125 | -741861 |
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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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