Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427735.0275 | 391725.7903 | 36009.2372 | -95946.6827 | 836484.4722 | -932431.1549 |
Total P&L (%) | 427.735 | 391.7258 | 36.0092 | -95.9467 | 836.4845 | -932.4312 |
Avg Daily Profit (%) | 0.2905 | 0.266 | 0.0245 | -0.2175 | 0.152 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195920 | -154925 | -185125 | -1010682 | -35315 | -1000456 |
Profit Factor | 1.3518 | 1.6312 | 1.0605 | 0.9244 | 7.1816 | 0.1781 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 97 | 41 | 56 | 97 | 41 | 56 |
Losing Trades | 90 | 53 | 37 | 90 | 53 | 37 |
Profitability (%) | 51.8717 | 43.617 | 60.2151 | 51.8717 | 43.617 | 60.2151 |
Ratio Avg Win / Avg Loss | 1.2542 | 2.1087 | 0.7007 | 0.8577 | 9.2836 | 0.1177 |
Largest Winning Trade | 326642 | 326642 | 32117 | 776894 | 776894 | 34643 |
Largest Losing Trade | -96656 | -39360 | -96656 | -980807 | -12469 | -980807 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 5800 | 2909 | 2891 | 5800 | 2909 | 2891 |
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 | 360591 | 305585 | -317427 | -579556 | 481339 | -579759 |
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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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