Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578744.3469 | 544102.755 | 34641.5919 | -36233.7521 | 529563.6924 | -565797.4444 |
Total P&L (%) | 578.7443 | 544.1028 | 34.6416 | -36.2338 | 529.5637 | -565.7974 |
Avg Daily Profit (%) | 0.3606 | 0.339 | 0.0216 | -0.028 | 0.1147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218805 | -163600 | -137982 | -736671 | -355557 | -619999 |
Profit Factor | 1.6878 | 2.1873 | 1.0904 | 0.9805 | 1.6027 | 0.4209 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 38.7931 | 29.3103 | 48.2759 | 38.7931 | 29.3103 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.6629 | 5.2752 | 1.1683 | 1.547 | 3.8654 | 0.451 |
Largest Winning Trade | 409489 | 409489 | 55656 | 564200 | 564200 | 43741 |
Largest Losing Trade | -66479 | -29203 | -66479 | -195186 | -154606 | -195186 |
Avg Bars in Trades | 80 | 75 | 86 | 80 | 75 | 86 |
Avg Bars in Winners | 125 | 146 | 112 | 125 | 146 | 112 |
Avg Bars in Losers | 52 | 45 | 61 | 52 | 45 | 61 |
Bars Traded | 9356 | 4358 | 4998 | 9356 | 4358 | 4998 |
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 | 308089 | -177762 | -468538 | -582050 | -227558 | -761503 |
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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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