Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331134.2186 | 309605.2033 | 21529.0153 | -7564.0244 | 593412.2108 | -600976.2353 |
Total P&L (%) | 331.1342 | 309.6052 | 21.529 | -7.564 | 593.4122 | -600.9762 |
Avg Daily Profit (%) | 0.1865 | 0.1744 | 0.0121 | -0.0044 | 0.1091 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158145 | -130310 | -96102 | -1337957 | -786122 | -854391 |
Profit Factor | 1.4683 | 1.9786 | 1.0551 | 0.9978 | 1.4466 | 0.711 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 47.3282 | 46.9697 | 47.6923 | 47.3282 | 46.9697 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.634 | 2.2338 | 1.1572 | 1.1104 | 1.6332 | 0.7798 |
Largest Winning Trade | 168145 | 168145 | 71563 | 535689 | 535689 | 444607 |
Largest Losing Trade | -70466 | -25153 | -70466 | -607549 | -257958 | -607549 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 59 | 47 | 72 | 59 | 47 | 72 |
Avg Bars in Losers | 20 | 24 | 17 | 20 | 24 | 17 |
Bars Traded | 5140 | 2310 | 2830 | 5140 | 2310 | 2830 |
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 | 325342 | -114475 | -475007 | -579803 | -170422 | -713355 |
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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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