Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654783.6301 | 711137.5715 | -56353.9414 | -85774.1757 | 448170.4228 | -533944.5985 |
Total P&L (%) | 654.7836 | 711.1376 | -56.3539 | -85.7742 | 448.1704 | -533.9446 |
Avg Daily Profit (%) | 0.2756 | 0.2994 | -0.0237 | -0.0821 | 0.0716 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178449 | -130046 | -243508 | -738084 | -329576 | -651483 |
Profit Factor | 1.471 | 2.0535 | 0.9212 | 0.9533 | 1.5198 | 0.4529 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 48.1781 | 45.1613 | 51.2195 | 48.1781 | 45.1613 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.5822 | 2.4935 | 0.8773 | 1.0254 | 1.8455 | 0.4313 |
Largest Winning Trade | 625660 | 625660 | 64230 | 648637 | 648637 | 75381 |
Largest Losing Trade | -65903 | -58339 | -65903 | -329576 | -329576 | -309733 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 55 | 44 | 64 | 55 | 44 | 64 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 9270 | 3760 | 5510 | 9270 | 3760 | 5510 |
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 | 414284 | 384615 | -580847 | -578527 | -96842 | -580847 |
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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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