Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404271.6241 | 1541372.4944 | -137100.8703 | -98723.7648 | -35284.7206 | -63439.0442 |
Total P&L (%) | 1404.2716 | 1541.3725 | -137.1009 | -98.7238 | -35.2847 | -63.439 |
Avg Daily Profit (%) | 0.5931 | 0.6511 | -0.0579 | -0.184 | -0.0184 | -0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224738 | -152806 | -224025 | -98166 | -34028 | -66131 |
Profit Factor | 2.5499 | 5.0328 | 0.7383 | 0.3402 | 0.4308 | 0.2761 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 30.8943 | 27.4194 | 34.4262 | 30.8943 | 27.4194 | 34.4262 |
Ratio Avg Win / Avg Loss | 5.7038 | 13.322 | 1.4062 | 0.7609 | 1.1404 | 0.5258 |
Largest Winning Trade | 1721826 | 1721826 | 57480 | 10623 | 10623 | 4293 |
Largest Losing Trade | -96265 | -45632 | -96265 | -29925 | -21793 | -29925 |
Avg Bars in Trades | 35 | 29 | 40 | 35 | 29 | 40 |
Avg Bars in Winners | 80 | 65 | 93 | 80 | 65 | 93 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 4321 | 1823 | 2498 | 4321 | 1823 | 2498 |
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 | 329605 | -153620 | -747125 | -587881 | -752443 | -748514 |
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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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