Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490090.3274 | 597129.2537 | -107038.9262 | -94575.21 | -84134.9754 | -10440.2346 |
Total P&L (%) | 490.0903 | 597.1293 | -107.0389 | -94.5752 | -84.135 | -10.4402 |
Avg Daily Profit (%) | 0.212 | 0.2583 | -0.0463 | -0.126 | -0.0796 | -0.0048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292192 | -159624 | -428138 | -112872 | -83823 | -54301 |
Profit Factor | 1.3183 | 1.7686 | 0.8597 | 0.5349 | 0.3645 | 0.8529 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 49.0826 | 43.1193 | 55.0459 | 49.0826 | 43.1193 | 55.0459 |
Ratio Avg Win / Avg Loss | 1.3676 | 2.333 | 0.7021 | 0.5549 | 0.4808 | 0.6965 |
Largest Winning Trade | 356968 | 356968 | 42726 | 19103 | 14252 | 19103 |
Largest Losing Trade | -60671 | -60671 | -53441 | -23406 | -23406 | -11044 |
Avg Bars in Trades | 62 | 76 | 48 | 62 | 76 | 48 |
Avg Bars in Winners | 66 | 82 | 53 | 66 | 82 | 53 |
Avg Bars in Losers | 58 | 72 | 41 | 58 | 72 | 41 |
Bars Traded | 13582 | 8349 | 5233 | 13582 | 8349 | 5233 |
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 | 313314 | 322183 | -580388 | -579993 | -583717 | -580388 |
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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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