Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473964.2946 | 475151.3637 | -1187.069 | -40573.9608 | -68611.8176 | 28037.8568 |
Total P&L (%) | 473.9643 | 475.1514 | -1.1871 | -40.574 | -68.6118 | 28.0379 |
Avg Daily Profit (%) | 0.2543 | 0.2549 | -0.0006 | -0.0279 | -0.0621 | 0.0133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271316 | -237295 | -104365 | -352867 | -360723 | -94402 |
Profit Factor | 1.4367 | 1.6587 | 0.9967 | 0.9648 | 0.9159 | 1.0833 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 47.7941 | 41.1765 | 54.4118 | 47.7941 | 41.1765 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.5693 | 2.3696 | 0.8351 | 1.0538 | 1.3084 | 0.9077 |
Largest Winning Trade | 184080 | 184080 | 40352 | 136973 | 136973 | 55922 |
Largest Losing Trade | -47102 | -47090 | -47102 | -153266 | -153266 | -60656 |
Avg Bars in Trades | 26 | 40 | 13 | 26 | 40 | 13 |
Avg Bars in Winners | 30 | 52 | 14 | 30 | 52 | 14 |
Avg Bars in Losers | 23 | 32 | 11 | 23 | 32 | 11 |
Bars Traded | 3659 | 2749 | 910 | 3659 | 2749 | 910 |
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 | 356239 | -101657 | -689108 | -579331 | -692000 | -417276 |
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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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