Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504943.5743 | 546108.1828 | -41164.6085 | -67018.1432 | -6044.4037 | -60973.7396 |
Total P&L (%) | 504.9436 | 546.1082 | -41.1646 | -67.0181 | -6.0444 | -60.9737 |
Avg Daily Profit (%) | 0.209 | 0.226 | -0.017 | -0.0459 | -0.0026 | -0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149909 | -136203 | -128017 | -160402 | -143482 | -93767 |
Profit Factor | 1.6794 | 2.4244 | 0.8856 | 0.8868 | 0.979 | 0.7994 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 43.8596 | 38.5965 | 49.1228 | 43.8596 | 38.5965 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.1496 | 3.8569 | 0.9172 | 1.1351 | 1.5575 | 0.828 |
Largest Winning Trade | 529491 | 529491 | 67780 | 155909 | 155909 | 43327 |
Largest Losing Trade | -37367 | -30786 | -37367 | -49694 | -27871 | -49694 |
Avg Bars in Trades | 61 | 69 | 53 | 61 | 69 | 53 |
Avg Bars in Winners | 82 | 108 | 61 | 82 | 108 | 61 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 7024 | 3960 | 3064 | 7024 | 3960 | 3064 |
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 | 331598 | -171888 | -761174 | -581196 | -762768 | -761174 |
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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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