Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511558.6088 | 446959.5681 | 64599.0407 | 21101.3659 | 275970.1462 | -254868.7803 |
Total P&L (%) | 511.5586 | 446.9596 | 64.599 | 21.1014 | 275.9701 | -254.8688 |
Avg Daily Profit (%) | 0.3183 | 0.2781 | 0.0402 | 0.0119 | 0.0824 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124425 | -112532 | -99091 | -395786 | -240760 | -332105 |
Profit Factor | 1.6451 | 1.9823 | 1.1912 | 1.0143 | 1.3888 | 0.6668 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 41.7323 | 32.8125 | 50.7937 | 41.7323 | 32.8125 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.297 | 4.0589 | 1.1539 | 1.4162 | 2.8437 | 0.6459 |
Largest Winning Trade | 348901 | 348901 | 62858 | 354852 | 354852 | 73775 |
Largest Losing Trade | -47703 | -35509 | -47703 | -157373 | -70458 | -157373 |
Avg Bars in Trades | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Winners | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Losers | 23 | 16 | 33 | 23 | 16 | 33 |
Bars Traded | 4704 | 1888 | 2816 | 4704 | 1888 | 2816 |
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 | 334297 | -133809 | -296386 | -390740 | -227006 | -727355 |
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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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