Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408581.2624 | 390424.9418 | 18156.3207 | -62932.85 | -144944.1068 | 82011.2568 |
Total P&L (%) | 408.5813 | 390.4249 | 18.1563 | -62.9329 | -144.9441 | 82.0113 |
Avg Daily Profit (%) | 0.2124 | 0.203 | 0.0094 | -0.0516 | 0 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261961 | -230103 | -58883 | -585768 | -543653 | -91761 |
Profit Factor | 1.4757 | 1.5888 | 1.0927 | 0.9504 | 0.8609 | 1.3607 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 50.3937 | 44.4444 | 56.25 | 50.3937 | 44.4444 | 56.25 |
Ratio Avg Win / Avg Loss | 1.4527 | 1.986 | 0.8499 | 0.9356 | 1.0761 | 1.0583 |
Largest Winning Trade | 399593 | 399593 | 15600 | 371750 | 371750 | 47334 |
Largest Losing Trade | -44124 | -44124 | -31356 | -199945 | -199945 | -91761 |
Avg Bars in Trades | 29 | 53 | 6 | 29 | 53 | 6 |
Avg Bars in Winners | 27 | 52 | 7 | 27 | 52 | 7 |
Avg Bars in Losers | 31 | 53 | 4 | 31 | 53 | 4 |
Bars Traded | 3741 | 3357 | 384 | 3741 | 3357 | 384 |
Profit Streak | 0 | 94.9065 | 0 | 0 | 94.9065 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343819 | -137952 | -446617 | -580112 | -727670 | -288922 |
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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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