Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444236.6827 | 422231.1197 | 22005.563 | -31520.5869 | 84005.5759 | -115526.1628 |
Total P&L (%) | 444.2367 | 422.2311 | 22.0056 | -31.5206 | 84.0056 | -115.5262 |
Avg Daily Profit (%) | 0.2132 | 0.2027 | 0.0106 | -0.0182 | 0.0293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132459 | -164875 | -164930 | -152086 | -52814 | -194263 |
Profit Factor | 1.5194 | 2.0339 | 1.0492 | 0.9405 | 1.4258 | 0.6528 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 45.6693 | 41.2698 | 50 | 45.6693 | 41.2698 | 50 |
Ratio Avg Win / Avg Loss | 1.8076 | 2.8943 | 1.0492 | 1.1189 | 2.0291 | 0.6528 |
Largest Winning Trade | 324282 | 324282 | 59264 | 80088 | 80088 | 50900 |
Largest Losing Trade | -76820 | -39382 | -76820 | -83223 | -33720 | -83223 |
Avg Bars in Trades | 193 | 222 | 165 | 193 | 222 | 165 |
Avg Bars in Winners | 231 | 262 | 205 | 231 | 262 | 205 |
Avg Bars in Losers | 162 | 194 | 125 | 162 | 194 | 125 |
Bars Traded | 24623 | 14039 | 10584 | 24623 | 14039 | 10584 |
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 | 321215 | -138843 | -489811 | -580458 | -302162 | -719958 |
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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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