Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552489.5827 | 734643.7861 | -182154.2034 | -99950.7717 | -11405.9897 | -88544.7819 |
Total P&L (%) | 552.4896 | 734.6438 | -182.1542 | -99.9508 | -11.406 | -88.5448 |
Avg Daily Profit (%) | 0.2337 | 0.3108 | -0.0771 | -0.3217 | -0.0051 | -0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236475 | -177875 | -292821 | -135873 | -23915 | -133510 |
Profit Factor | 1.5039 | 2.6101 | 0.7155 | 0.5526 | 0.8299 | 0.4337 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 45.3125 | 39.0625 | 51.5625 | 45.3125 | 39.0625 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.815 | 4.0718 | 0.6721 | 0.6669 | 1.2946 | 0.4075 |
Largest Winning Trade | 908957 | 908957 | 60938 | 30924 | 30924 | 24861 |
Largest Losing Trade | -97752 | -57721 | -97752 | -66885 | -19463 | -66885 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 77 | 83 | 72 | 77 | 83 | 72 |
Avg Bars in Losers | 33 | 37 | 28 | 33 | 37 | 28 |
Bars Traded | 6830 | 3542 | 3288 | 6830 | 3542 | 3288 |
Profit Streak | 0 | 0 | 64.0728 | 0 | 0 | 64.0728 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334196 | -129749 | -719196 | -582261 | -722822 | -719196 |
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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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