Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473438.0599 | 495355.6328 | -21917.5729 | -52204.4315 | 225885.2304 | -278089.6619 |
Total P&L (%) | 473.4381 | 495.3556 | -21.9176 | -52.2044 | 225.8852 | -278.0897 |
Avg Daily Profit (%) | 0.2038 | 0.2133 | -0.0094 | -0.0318 | 0.0509 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215063 | -169790 | -244664 | -285883 | -108121 | -350908 |
Profit Factor | 1.4602 | 2.1033 | 0.9622 | 0.9313 | 1.9253 | 0.4609 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 50.7463 | 49.2537 | 52.2388 | 50.7463 | 49.2537 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.4173 | 2.167 | 0.8797 | 0.9039 | 1.9836 | 0.4214 |
Largest Winning Trade | 184038 | 184038 | 60406 | 92275 | 92275 | 32160 |
Largest Losing Trade | -73383 | -50180 | -73383 | -139280 | -55146 | -139280 |
Avg Bars in Trades | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Winners | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Losers | 44 | 54 | 34 | 44 | 54 | 34 |
Bars Traded | 6663 | 3428 | 3235 | 6663 | 3428 | 3235 |
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 | 330073 | -105236 | -697168 | -580326 | -238286 | -697168 |
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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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