Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641645.2216 | 673586.3812 | -31941.1596 | -88330.6552 | -1660.8974 | -86669.7578 |
Total P&L (%) | 641.6452 | 673.5864 | -31.9412 | -88.3307 | -1.6609 | -86.6698 |
Avg Daily Profit (%) | 0.3323 | 0.3488 | -0.0165 | -0.1112 | -0.0009 | -0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128347 | -89257 | -114200 | -12268 | -13990 | -6417 |
Profit Factor | 1.859 | 3.2056 | 0.9277 | 0.4075 | 0.9411 | 0.283 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 38.5965 | 38.5965 | 38.5965 | 38.5965 | 38.5965 | 38.5965 |
Ratio Avg Win / Avg Loss | 2.9575 | 5.0998 | 1.4758 | 0.6483 | 1.4972 | 0.4503 |
Largest Winning Trade | 594301 | 594301 | 50601 | 8589 | 8589 | 6673 |
Largest Losing Trade | -113968 | -55276 | -113968 | -106116 | -6721 | -106116 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 47 | 41 | 53 | 48 | 41 | 55 |
Avg Bars in Losers | 24 | 28 | 20 | 23 | 27 | 19 |
Bars Traded | 3772 | 1886 | 1886 | 3772 | 1886 | 1886 |
Profit Streak | 0 | 0 | 275.378 | 0 | 0 | 275.378 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308326 | -169331 | -762507 | -584909 | -763879 | -764174 |
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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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