Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500843.405 | 476071.3772 | 24772.0278 | -69342.875 | 39572.6498 | -108915.5248 |
Total P&L (%) | 500.8434 | 476.0714 | 24.772 | -69.3429 | 39.5727 | -108.9155 |
Avg Daily Profit (%) | 0.2119 | 0.2014 | 0.0105 | -0.05 | 0.0141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163262 | -95468 | -241046 | -223673 | -92903 | -242125 |
Profit Factor | 1.5691 | 2.1389 | 1.0536 | 0.8787 | 1.178 | 0.6882 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 43.75 | 32.1429 | 55.3571 | 43.75 | 32.1429 | 55.3571 |
Ratio Avg Win / Avg Loss | 2.0174 | 4.5154 | 0.8497 | 1.1298 | 2.4868 | 0.555 |
Largest Winning Trade | 336142 | 336142 | 64877 | 119833 | 119833 | 54684 |
Largest Losing Trade | -89123 | -28554 | -89123 | -90807 | -39050 | -90807 |
Avg Bars in Trades | 82 | 72 | 91 | 82 | 72 | 91 |
Avg Bars in Winners | 130 | 138 | 125 | 130 | 138 | 125 |
Avg Bars in Losers | 44 | 41 | 49 | 44 | 41 | 49 |
Bars Traded | 9208 | 4078 | 5130 | 9208 | 4078 | 5130 |
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 | 318433 | -175576 | -525128 | -581244 | -387178 | -760138 |
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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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