Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483700.7006 | 493161.1048 | -9460.4042 | -56494.9266 | 68631.1632 | -125126.0898 |
Total P&L (%) | 483.7007 | 493.1611 | -9.4604 | -56.4949 | 68.6312 | -125.1261 |
Avg Daily Profit (%) | 0.2008 | 0.2047 | -0.0039 | -0.0345 | 0.0217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192601 | -177014 | -33050 | -1062410 | -922845 | -170875 |
Profit Factor | 1.6087 | 1.6792 | 0.8619 | 0.975 | 1.034 | 0.4774 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 45.9259 | 47.7612 | 44.1176 | 45.9259 | 47.7612 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.8941 | 1.8366 | 1.0918 | 1.1479 | 1.131 | 0.6048 |
Largest Winning Trade | 226067 | 226067 | 8885 | 470867 | 470867 | 25482 |
Largest Losing Trade | -61287 | -61287 | -11067 | -602769 | -602769 | -122402 |
Avg Bars in Trades | 69 | 138 | 1 | 69 | 138 | 1 |
Avg Bars in Winners | 73 | 141 | 1 | 73 | 141 | 1 |
Avg Bars in Losers | 65 | 134 | 1 | 65 | 134 | 1 |
Bars Traded | 9319 | 9246 | 73 | 9319 | 9246 | 73 |
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 | 340053 | -106986 | -690579 | -580338 | -464902 | -692245 |
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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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