Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742195.8259 | 865993.1084 | -123797.2826 | -90576.2025 | -9941.6036 | -80634.599 |
Total P&L (%) | 742.1958 | 865.9931 | -123.7973 | -90.5762 | -9.9416 | -80.6346 |
Avg Daily Profit (%) | 0.3156 | 0.3682 | -0.0526 | -0.1004 | -0.0045 | -0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159330 | -90077 | -225355 | -88555 | -30465 | -41458 |
Profit Factor | 1.7958 | 2.9903 | 0.7512 | 0.595 | 0.901 | 0.3456 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 46.3415 | 46.7742 | 45.9016 | 46.3415 | 46.7742 | 45.9016 |
Ratio Avg Win / Avg Loss | 2.0794 | 3.4028 | 0.8853 | 0.689 | 1.0253 | 0.4073 |
Largest Winning Trade | 913319 | 913319 | 73973 | 37404 | 37404 | 6393 |
Largest Losing Trade | -63736 | -51782 | -63736 | -58036 | -29168 | -58036 |
Avg Bars in Trades | 34 | 25 | 42 | 34 | 25 | 42 |
Avg Bars in Winners | 49 | 34 | 64 | 49 | 34 | 64 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 4189 | 1610 | 2579 | 4189 | 1610 | 2579 |
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 | 408064 | -139970 | -744052 | -581874 | -734268 | -744052 |
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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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