Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520208.9789 | 529378.8106 | -9169.8317 | -54382.6546 | 106956.5599 | -161339.2145 |
Total P&L (%) | 520.209 | 529.3788 | -9.1698 | -54.3827 | 106.9566 | -161.3392 |
Avg Daily Profit (%) | 0.3232 | 0.3289 | -0.0057 | -0.0487 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177705 | -152649 | -47789 | -520090 | -475988 | -189464 |
Profit Factor | 1.6907 | 2.0266 | 0.9614 | 0.9694 | 1.0901 | 0.7262 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 39.823 | 30.3571 | 49.1228 | 39.823 | 30.3571 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.5549 | 4.6492 | 0.9957 | 1.4649 | 2.5007 | 0.7521 |
Largest Winning Trade | 436450 | 436450 | 26736 | 460254 | 460254 | 51941 |
Largest Losing Trade | -56738 | -56738 | -30444 | -212124 | -212124 | -150310 |
Avg Bars in Trades | 41 | 69 | 13 | 41 | 69 | 13 |
Avg Bars in Winners | 49 | 103 | 17 | 49 | 103 | 17 |
Avg Bars in Losers | 35 | 54 | 10 | 35 | 54 | 10 |
Bars Traded | 4667 | 3870 | 797 | 4667 | 3870 | 797 |
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 | 310909 | -174981 | -760896 | -582768 | -440861 | -760896 |
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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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