Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066515.8573 | 1069765.327 | -3249.4697 | -71108.868 | 33003.9557 | -104112.8238 |
Total P&L (%) | 1066.5159 | 1069.7653 | -3.2495 | -71.1089 | 33.004 | -104.1128 |
Avg Daily Profit (%) | 0.4535 | 0.4549 | -0.0014 | -0.0528 | 0.0121 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124263 | -142417 | -206417 | -256556 | -226549 | -246489 |
Profit Factor | 2.091 | 3.1545 | 0.9932 | 0.916 | 1.0772 | 0.7517 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 46.3636 | 38.1818 | 54.5455 | 46.3636 | 38.1818 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.419 | 5.1073 | 0.8277 | 1.0597 | 1.744 | 0.6264 |
Largest Winning Trade | 1055930 | 1055930 | 58738 | 250609 | 250609 | 53203 |
Largest Losing Trade | -69035 | -43570 | -69035 | -99292 | -89405 | -99292 |
Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Winners | 118 | 126 | 112 | 118 | 126 | 112 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 9197 | 4590 | 4607 | 9197 | 4590 | 4607 |
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 | 470117 | -168406 | -760244 | -580233 | -498632 | -760244 |
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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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