Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505006.1808 | 451756.8131 | 53249.3677 | -5093.2916 | -76052.5168 | 70959.2252 |
Total P&L (%) | 505.0062 | 451.7568 | 53.2494 | -5.0933 | -76.0525 | 70.9592 |
Avg Daily Profit (%) | 0.2144 | 0.1918 | 0.0226 | -0.0022 | -0.0607 | 0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204433 | -106273 | -242378 | -97775 | -74184 | -65928 |
Profit Factor | 1.5533 | 1.9869 | 1.117 | 0.9859 | 0.6813 | 1.5767 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 47.6821 | 43.4211 | 52 | 47.6821 | 43.4211 | 52 |
Ratio Avg Win / Avg Loss | 1.7043 | 2.5889 | 1.0311 | 1.0818 | 0.8878 | 1.4554 |
Largest Winning Trade | 173576 | 173576 | 60053 | 59991 | 42479 | 59991 |
Largest Losing Trade | -78654 | -39029 | -78654 | -64823 | -64823 | -23105 |
Avg Bars in Trades | 45 | 51 | 38 | 45 | 51 | 38 |
Avg Bars in Winners | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Losers | 35 | 46 | 21 | 35 | 46 | 21 |
Bars Traded | 6803 | 3885 | 2917 | 6803 | 3885 | 2917 |
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 | 388565 | -40690 | -312260 | -579221 | -632794 | -217374 |
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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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