Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545130.4806 | 547677.2409 | -2546.7602 | -10822.6248 | 50620.0175 | -61442.6423 |
Total P&L (%) | 545.1305 | 547.6772 | -2.5468 | -10.8226 | 50.62 | -61.4426 |
Avg Daily Profit (%) | 0.2906 | 0.292 | -0.0014 | -0.0061 | 0.0218 | -0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143610 | -141807 | -65132 | -505614 | -425531 | -161086 |
Profit Factor | 1.7831 | 2.143 | 0.9883 | 0.9915 | 1.0549 | 0.8269 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 39.6694 | 36.6667 | 42.623 | 39.6694 | 36.6667 | 42.623 |
Ratio Avg Win / Avg Loss | 2.7117 | 3.7016 | 1.3304 | 1.5079 | 1.8221 | 1.1131 |
Largest Winning Trade | 552354 | 552354 | 32530 | 476409 | 476409 | 48147 |
Largest Losing Trade | -44317 | -44317 | -18476 | -179238 | -179238 | -53992 |
Avg Bars in Trades | 183 | 312 | 55 | 183 | 312 | 55 |
Avg Bars in Winners | 256 | 491 | 58 | 256 | 491 | 58 |
Avg Bars in Losers | 134 | 208 | 54 | 134 | 208 | 54 |
Bars Traded | 22159 | 18751 | 3408 | 22159 | 18751 | 3408 |
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 | 305901 | -161743 | -743938 | -581696 | -498640 | -743938 |
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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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