Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697206.1653 | 727188.9924 | -29982.8271 | -75100.2134 | 170934.7637 | -246034.9771 |
Total P&L (%) | 697.2062 | 727.189 | -29.9828 | -75.1002 | 170.9348 | -246.035 |
Avg Daily Profit (%) | 0.3347 | 0.3491 | -0.0144 | -0.0667 | 0.0479 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185066 | -183741 | -163695 | -371423 | -180684 | -307289 |
Profit Factor | 1.7121 | 2.1873 | 0.9182 | 0.91 | 1.4062 | 0.4055 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 43.1507 | 32.8767 | 53.4247 | 43.1507 | 32.8767 | 53.4247 |
Ratio Avg Win / Avg Loss | 2.2557 | 4.4657 | 0.8005 | 1.1989 | 2.8711 | 0.3535 |
Largest Winning Trade | 727847 | 727847 | 38680 | 341530 | 341530 | 24615 |
Largest Losing Trade | -60354 | -48722 | -60354 | -234449 | -75034 | -234449 |
Avg Bars in Trades | 167 | 282 | 51 | 167 | 282 | 51 |
Avg Bars in Winners | 223 | 492 | 57 | 223 | 492 | 57 |
Avg Bars in Losers | 124 | 180 | 44 | 124 | 180 | 44 |
Bars Traded | 24411 | 20657 | 3754 | 24411 | 20657 | 3754 |
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 | 365618 | -65143 | -652014 | -581388 | -205773 | -652014 |
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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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