Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493482.436 | 570195.8231 | -76713.387 | -25112.0923 | 1275325.9534 | -1300438.0457 |
Total P&L (%) | 493.4824 | 570.1958 | -76.7134 | -25.1121 | 1275.326 | -1300.438 |
Avg Daily Profit (%) | 0.2134 | 0.2465 | -0.0332 | -0.0125 | 0.1134 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208287 | -126604 | -163623 | -1320564 | -652216 | -1324628 |
Profit Factor | 1.4828 | 2.2828 | 0.8672 | 0.9938 | 1.7636 | 0.4606 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 50.3311 | 51.3158 | 49.3333 | 50.3311 | 51.3158 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.4633 | 2.1657 | 0.8907 | 0.9808 | 1.6732 | 0.4731 |
Largest Winning Trade | 330833 | 330833 | 83033 | 790142 | 790142 | 169343 |
Largest Losing Trade | -48351 | -48351 | -43411 | -443563 | -274258 | -443563 |
Avg Bars in Trades | 42 | 29 | 55 | 42 | 29 | 55 |
Avg Bars in Winners | 59 | 35 | 83 | 59 | 35 | 83 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 6352 | 2217 | 4135 | 6352 | 2217 | 4135 |
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 | 351726 | -36228 | -637995 | -579943 | -86865 | -637995 |
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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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