Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575861.57 | 640942.3411 | -65080.7711 | -104161.6022 | -53415.0894 | -50746.5128 |
Total P&L (%) | 575.8616 | 640.9423 | -65.0808 | -104.1616 | -53.4151 | -50.7465 |
Avg Daily Profit (%) | 0.2386 | 0.2655 | -0.027 | 0 | -0.0316 | -0.0293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200044 | -105944 | -172427 | -90413 | -56564 | -29795 |
Profit Factor | 1.7285 | 2.6604 | 0.8391 | 0.3531 | 0.2579 | 0.4301 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 53 | 25 | 28 | 60 | 30 | 30 |
Losing Trades | 69 | 36 | 33 | 62 | 31 | 31 |
Profitability (%) | 43.4426 | 40.9836 | 45.9016 | 49.1803 | 49.1803 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.2504 | 3.831 | 0.9889 | 0.3649 | 0.2665 | 0.4445 |
Largest Winning Trade | 680166 | 680166 | 52734 | 17937 | 2298 | 17937 |
Largest Losing Trade | -104969 | -47308 | -104969 | -22633 | -14908 | -22633 |
Avg Bars in Trades | 76 | 63 | 89 | 76 | 63 | 89 |
Avg Bars in Winners | 110 | 80 | 137 | 55 | 55 | 54 |
Avg Bars in Losers | 50 | 51 | 48 | 96 | 70 | 123 |
Bars Traded | 9327 | 3864 | 5463 | 9327 | 3864 | 5463 |
Profit Streak | 0 | 0 | 36.3034 | 7.8034 | 47.3034 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339026 | -151791 | -743508 | -580096 | -741010 | -742777 |
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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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