Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447568.6768 | 488298.3415 | -40729.6647 | -64384.1436 | 287484.5377 | -351868.6813 |
Total P&L (%) | 447.5687 | 488.2983 | -40.7297 | -64.3841 | 287.4845 | -351.8687 |
Avg Daily Profit (%) | 0.2148 | 0.2344 | -0.0196 | -0.0495 | 0.065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111564 | -126903 | -70776 | -971848 | -847479 | -442767 |
Profit Factor | 1.6404 | 1.869 | 0.7027 | 0.9753 | 1.1436 | 0.4177 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 51.1811 | 55.5556 | 46.875 | 51.1811 | 55.5556 | 46.875 |
Ratio Avg Win / Avg Loss | 1.5647 | 1.4952 | 0.7964 | 0.9303 | 0.9149 | 0.4733 |
Largest Winning Trade | 316127 | 316127 | 8437 | 765359 | 765359 | 44044 |
Largest Losing Trade | -76817 | -76817 | -29538 | -459000 | -459000 | -297594 |
Avg Bars in Trades | 188 | 369 | 10 | 188 | 369 | 10 |
Avg Bars in Winners | 118 | 211 | 9 | 118 | 211 | 9 |
Avg Bars in Losers | 262 | 568 | 10 | 262 | 568 | 10 |
Bars Traded | 23937 | 23297 | 640 | 23937 | 23297 | 640 |
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 | 408382 | -135608 | -720895 | -580288 | -316275 | -720895 |
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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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