Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850122.3592 | 896001.8661 | -45879.5069 | -91887.0742 | -65467.6128 | -26419.4614 |
Total P&L (%) | 850.1224 | 896.0019 | -45.8795 | -91.8871 | -65.4676 | -26.4195 |
Avg Daily Profit (%) | 0.3606 | 0.38 | -0.0195 | -0.1065 | -0.0451 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175246 | -173514 | -143857 | -65766 | -56992 | -35603 |
Profit Factor | 2.1517 | 2.8814 | 0.8248 | 0.5811 | 0.5798 | 0.5841 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 36.2319 | 34.2857 | 38.2353 | 36.2319 | 34.2857 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.787 | 5.5228 | 1.3324 | 1.0227 | 1.1113 | 0.9435 |
Largest Winning Trade | 1017553 | 1017553 | 51021 | 28909 | 28909 | 9317 |
Largest Losing Trade | -88738 | -40190 | -88738 | -31392 | -31392 | -23413 |
Avg Bars in Trades | 98 | 125 | 71 | 98 | 125 | 71 |
Avg Bars in Winners | 137 | 172 | 105 | 137 | 172 | 105 |
Avg Bars in Losers | 76 | 100 | 51 | 76 | 100 | 51 |
Bars Traded | 6819 | 4381 | 2438 | 6819 | 4381 | 2438 |
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 | -98128 | 322451 | -583703 | -690743 | -585232 | -585370 |
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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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