Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031000.0968 | 1121276.3335 | -90276.2367 | -92074.7338 | 107291.5568 | -199366.2906 |
Total P&L (%) | 1031.0001 | 1121.2763 | -90.2762 | -92.0747 | 107.2916 | -199.3663 |
Avg Daily Profit (%) | 0.4382 | 0.4765 | -0.0384 | -0.1077 | 0.031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234771 | -175608 | -225699 | -641345 | -288414 | -379009 |
Profit Factor | 1.9594 | 2.8492 | 0.8072 | 0.9206 | 1.1817 | 0.6493 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 37.7953 | 34.9206 | 40.625 | 37.7953 | 34.9206 | 40.625 |
Ratio Avg Win / Avg Loss | 3.2248 | 5.3099 | 1.1798 | 1.5151 | 2.2022 | 0.949 |
Largest Winning Trade | 1237864 | 1237864 | 55758 | 429097 | 429097 | 137966 |
Largest Losing Trade | -52203 | -48842 | -52203 | -221278 | -134764 | -221278 |
Avg Bars in Trades | 53 | 76 | 31 | 53 | 76 | 31 |
Avg Bars in Winners | 82 | 133 | 40 | 82 | 133 | 40 |
Avg Bars in Losers | 35 | 45 | 25 | 35 | 45 | 25 |
Bars Traded | 6809 | 4811 | 1998 | 6809 | 4811 | 1998 |
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 | 337883 | -136982 | -722215 | -582409 | -323894 | -723881 |
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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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