Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644098.7267 | 619887.8539 | 24210.8728 | 79707.3325 | 233514.2363 | -153806.9037 |
Total P&L (%) | 644.0987 | 619.8879 | 24.2109 | 79.7073 | 233.5142 | -153.8069 |
Avg Daily Profit (%) | 0.2673 | 0.2573 | 0.01 | 0.0243 | 0.05 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145689 | -103188 | -120571 | -1326033 | -764415 | -749749 |
Profit Factor | 1.9032 | 2.5654 | 1.0763 | 1.0242 | 1.1289 | 0.8967 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 51.5924 | 53.8462 | 49.3671 | 51.5924 | 53.8462 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.7857 | 2.1989 | 1.1039 | 0.9609 | 0.9676 | 0.9197 |
Largest Winning Trade | 497245 | 497245 | 30736 | 831614 | 831614 | 329662 |
Largest Losing Trade | -42261 | -42261 | -32233 | -433235 | -354514 | -433235 |
Avg Bars in Trades | 57 | 89 | 25 | 57 | 89 | 25 |
Avg Bars in Winners | 64 | 96 | 30 | 64 | 96 | 30 |
Avg Bars in Losers | 48 | 80 | 19 | 48 | 80 | 19 |
Bars Traded | 8953 | 6962 | 1991 | 8953 | 6962 | 1991 |
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 | 477210 | -20540 | -346962 | -354961 | -240481 | -607704 |
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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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