Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655998.6955 | 607178.0665 | 48820.629 | 21596.2055 | 220254.5091 | -198658.3036 |
Total P&L (%) | 655.9987 | 607.1781 | 48.8206 | 21.5962 | 220.2545 | -198.6583 |
Avg Daily Profit (%) | 0.4111 | 0.3805 | 0.0306 | 0.0123 | 0.073 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133084 | -105685 | -130709 | -299732 | -155221 | -342457 |
Profit Factor | 1.7329 | 2.302 | 1.1139 | 1.0162 | 1.3675 | 0.7299 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 47.4684 | 37.9747 | 56.962 | 47.4684 | 37.9747 | 56.962 |
Ratio Avg Win / Avg Loss | 1.9178 | 3.76 | 0.8416 | 1.1246 | 2.2335 | 0.5515 |
Largest Winning Trade | 480510 | 480510 | 55047 | 258742 | 258742 | 69496 |
Largest Losing Trade | -60827 | -39307 | -60827 | -106315 | -61572 | -106315 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Losers | 21 | 16 | 29 | 21 | 16 | 29 |
Bars Traded | 4728 | 2027 | 2701 | 4728 | 2027 | 2701 |
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 | 476928 | -17393 | -276160 | -384899 | -125261 | -606555 |
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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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