Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542311.3722 | 570723.8719 | -28412.4997 | 6033.167 | 489602.1711 | -483569.0041 |
Total P&L (%) | 542.3114 | 570.7239 | -28.4125 | 6.0332 | 489.6022 | -483.569 |
Avg Daily Profit (%) | 0.2876 | 0.3027 | -0.0151 | 0.0031 | 0.0941 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -372049 | -155106 | -238917 | -1178889 | -560847 | -633538 |
Profit Factor | 1.6067 | 2.2686 | 0.936 | 1.0036 | 1.608 | 0.4376 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 42.7273 | 40 | 45.4545 | 42.7273 | 40 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1537 | 3.4028 | 1.1232 | 1.3453 | 2.412 | 0.5251 |
Largest Winning Trade | 303787 | 303787 | 51754 | 566256 | 566256 | 139061 |
Largest Losing Trade | -50007 | -41329 | -50007 | -356311 | -356311 | -287757 |
Avg Bars in Trades | 98 | 93 | 102 | 98 | 93 | 102 |
Avg Bars in Winners | 137 | 142 | 132 | 137 | 142 | 132 |
Avg Bars in Losers | 68 | 61 | 77 | 68 | 61 | 77 |
Bars Traded | 10790 | 5150 | 5640 | 10790 | 5150 | 5640 |
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 | 334506 | -170710 | -760934 | -573519 | -248190 | -762601 |
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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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