Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906131.272 | 927643.1937 | -21511.9217 | -69603.6754 | -32745.0347 | -36858.6406 |
Total P&L (%) | 906.1313 | 927.6432 | -21.5119 | -69.6037 | -32.745 | -36.8586 |
Avg Daily Profit (%) | 0.3836 | 0.3927 | -0.0091 | -0.0504 | -0.0168 | -0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216902 | -131684 | -206597 | -142696 | -53910 | -116672 |
Profit Factor | 2.155 | 3.7376 | 0.9517 | 0.8089 | 0.7771 | 0.8304 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 36.9565 | 33.3333 | 40.5797 | 36.9565 | 33.3333 | 40.5797 |
Ratio Avg Win / Avg Loss | 3.6762 | 7.4752 | 1.3936 | 1.3798 | 1.5542 | 1.2159 |
Largest Winning Trade | 1015113 | 1015113 | 54400 | 53831 | 53831 | 48000 |
Largest Losing Trade | -72441 | -31140 | -72441 | -54734 | -31444 | -54734 |
Avg Bars in Trades | 48 | 41 | 56 | 48 | 41 | 56 |
Avg Bars in Winners | 73 | 63 | 82 | 73 | 63 | 82 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 6758 | 2867 | 3891 | 6758 | 2867 | 3891 |
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 | 323983 | -91885 | -684732 | -583818 | -686439 | -684732 |
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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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