Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645600.5296 | 562760.5343 | 82839.9952 | 63945.3944 | 476954.124 | -413008.7296 |
Total P&L (%) | 645.6005 | 562.7605 | 82.84 | 63.9454 | 476.9541 | -413.0087 |
Avg Daily Profit (%) | 0.2679 | 0.2335 | 0.0344 | 0.0205 | 0.0727 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161696 | -100591 | -183635 | -623739 | -192503 | -649626 |
Profit Factor | 1.7615 | 2.2721 | 1.2043 | 1.0389 | 1.6828 | 0.563 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 53.5433 | 51.5625 | 55.5556 | 53.5433 | 51.5625 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5283 | 2.1344 | 0.9635 | 0.9014 | 1.5808 | 0.4504 |
Largest Winning Trade | 353357 | 353357 | 51793 | 437821 | 437821 | 86090 |
Largest Losing Trade | -77308 | -54237 | -77308 | -327564 | -192503 | -327564 |
Avg Bars in Trades | 35 | 46 | 25 | 35 | 46 | 25 |
Avg Bars in Winners | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Losers | 35 | 50 | 18 | 35 | 50 | 18 |
Bars Traded | 4550 | 2973 | 1577 | 4550 | 2973 | 1577 |
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 | 459139 | -126328 | -294825 | -344461 | -231598 | -726460 |
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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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