Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527644.3858 | 543733.4348 | -16089.049 | 25943.8997 | 178123.0378 | -152179.138 |
Total P&L (%) | 527.6444 | 543.7334 | -16.089 | 25.9439 | 178.123 | -152.1791 |
Avg Daily Profit (%) | 0.2817 | 0.2903 | -0.0086 | 0.0123 | 0.0546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142956 | -60072 | -159848 | -117953 | -86135 | -166971 |
Profit Factor | 1.615 | 2.3201 | 0.9639 | 1.0274 | 1.4325 | 0.7153 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 41.3223 | 36.0656 | 46.6667 | 41.3223 | 36.0656 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.2933 | 4.1129 | 1.1016 | 1.4589 | 2.5394 | 0.8175 |
Largest Winning Trade | 326775 | 326775 | 46466 | 142985 | 142985 | 48784 |
Largest Losing Trade | -61866 | -22939 | -61866 | -84756 | -28216 | -84756 |
Avg Bars in Trades | 58 | 53 | 64 | 58 | 53 | 64 |
Avg Bars in Winners | 95 | 95 | 95 | 95 | 95 | 95 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 7133 | 3274 | 3859 | 7133 | 3274 | 3859 |
Profit Streak | 0 | 0 | 47.558 | 0 | 0 | 47.558 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314631 | -154149 | -749027 | -373285 | -285342 | -750694 |
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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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