Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709895.209 | 552400.3289 | 157494.8801 | 911838.0291 | 1336563.274 | -424725.2449 |
Total P&L (%) | 709.8952 | 552.4003 | 157.4949 | 911.838 | 1336.5633 | -424.7252 |
Avg Daily Profit (%) | 0.2932 | 0.2281 | 0.065 | 0.0956 | 0.1101 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172409 | -75913 | -220064 | -1090307 | -325834 | -1531377 |
Profit Factor | 1.9667 | 2.5156 | 1.4258 | 1.2672 | 2.0237 | 0.7984 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 57.6271 | 57.6271 | 57.6271 | 57.6271 | 57.6271 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.4461 | 1.8497 | 1.0484 | 0.9318 | 1.488 | 0.5871 |
Largest Winning Trade | 215035 | 215035 | 55570 | 469630 | 469630 | 201489 |
Largest Losing Trade | -73981 | -50682 | -73981 | -656367 | -154442 | -656367 |
Avg Bars in Trades | 59 | 71 | 47 | 59 | 71 | 47 |
Avg Bars in Winners | 63 | 73 | 52 | 63 | 73 | 52 |
Avg Bars in Losers | 55 | 69 | 40 | 55 | 69 | 40 |
Bars Traded | 7068 | 4247 | 2821 | 7068 | 4247 | 2821 |
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 | 459396 | -162618 | -280918 | -65367 | -218523 | -756469 |
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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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