Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728568.4302 | 732436.5255 | -3868.0953 | -78609.706 | -57939.0691 | -20670.6369 |
Total P&L (%) | 728.5684 | 732.4365 | -3.8681 | -78.6097 | -57.9391 | -20.6706 |
Avg Daily Profit (%) | 0.3088 | 0.3105 | -0.0016 | -0.0653 | -0.0367 | -0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275720 | -81012 | -262145 | -156145 | -55964 | -110999 |
Profit Factor | 1.9868 | 3.2425 | 0.9906 | 0.7108 | 0.5321 | 0.8603 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 38.4615 | 32.3077 | 44.6154 | 38.4615 | 32.3077 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.1789 | 6.7937 | 1.2297 | 1.1373 | 1.1149 | 1.068 |
Largest Winning Trade | 809500 | 809500 | 59194 | 39153 | 14129 | 39153 |
Largest Losing Trade | -81375 | -26348 | -81375 | -68356 | -31271 | -68356 |
Avg Bars in Trades | 70 | 57 | 83 | 70 | 57 | 83 |
Avg Bars in Winners | 116 | 108 | 122 | 116 | 108 | 122 |
Avg Bars in Losers | 41 | 32 | 52 | 41 | 32 | 52 |
Bars Traded | 9154 | 3705 | 5449 | 9154 | 3705 | 5449 |
Profit Streak | 0 | 0 | 75.375 | 0 | 0 | 75.375 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309599 | -123658 | -712198 | -583253 | -717949 | -712198 |
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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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