Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476629.0778 | 479261.0849 | -2632.0071 | -34413.2514 | 178060.5723 | -212473.8237 |
Total P&L (%) | 476.6291 | 479.2611 | -2.632 | -34.4133 | 178.0606 | -212.4738 |
Avg Daily Profit (%) | 0.2547 | 0.2561 | -0.0014 | -0.0225 | 0.0547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192604 | -175114 | -113633 | -594321 | -404528 | -428368 |
Profit Factor | 1.5751 | 2.0329 | 0.9928 | 0.9813 | 1.166 | 0.7238 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 43.9024 | 41.9355 | 45.9016 | 43.9024 | 41.9355 | 45.9016 |
Ratio Avg Win / Avg Loss | 2.0126 | 2.8148 | 1.1701 | 1.2539 | 1.6145 | 0.8531 |
Largest Winning Trade | 323913 | 323913 | 73422 | 406379 | 406379 | 87770 |
Largest Losing Trade | -55646 | -43798 | -55646 | -252395 | -252395 | -192946 |
Avg Bars in Trades | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Winners | 41 | 50 | 34 | 41 | 50 | 34 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 3650 | 2057 | 1593 | 3650 | 2057 | 1593 |
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 | 331095 | -145630 | -742107 | -580878 | -314345 | -743774 |
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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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