Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460466.9972 | 451876.0153 | 8590.9818 | -6417.5893 | 40181.0759 | -46598.6652 |
Total P&L (%) | 460.467 | 451.876 | 8.591 | -6.4176 | 40.1811 | -46.5987 |
Avg Daily Profit (%) | 0.1951 | 0.1915 | 0.0036 | -0.0028 | 0.0143 | -0.0266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132886 | -108396 | -209984 | -146618 | -142222 | -222542 |
Profit Factor | 1.5482 | 2.1282 | 1.0196 | 0.9922 | 1.0982 | 0.8873 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 45.6897 | 43.1034 | 48.2759 | 45.6897 | 43.1034 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.8403 | 2.8092 | 1.0924 | 1.1794 | 1.4496 | 0.9506 |
Largest Winning Trade | 302482 | 302482 | 68279 | 134454 | 134454 | 53345 |
Largest Losing Trade | -33145 | -30759 | -33145 | -49794 | -49794 | -40997 |
Avg Bars in Trades | 80 | 73 | 87 | 80 | 73 | 87 |
Avg Bars in Winners | 119 | 111 | 126 | 119 | 111 | 126 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 9300 | 4234 | 5066 | 9300 | 4234 | 5066 |
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 | 321218 | -171141 | -733477 | -580479 | -471202 | -761503 |
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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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