Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594763.0205 | 550800.1998 | 43962.8207 | 121158.0922 | 124215.3164 | -3057.2242 |
Total P&L (%) | 594.763 | 550.8002 | 43.9628 | 121.1581 | 124.2153 | -3.0572 |
Avg Daily Profit (%) | 0.3172 | 0.2937 | 0.0234 | 0.0423 | 0.0431 | -0.0017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130490 | -70227 | -109803 | -289769 | -192756 | -214668 |
Profit Factor | 2.0123 | 2.7692 | 1.1592 | 1.0971 | 1.1878 | 0.9948 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 39.1667 | 31.6667 | 46.6667 | 39.1667 | 31.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1255 | 5.9756 | 1.3248 | 1.704 | 2.5631 | 1.1369 |
Largest Winning Trade | 579760 | 579760 | 50060 | 313422 | 313422 | 72682 |
Largest Losing Trade | -44851 | -27255 | -44851 | -121341 | -73896 | -121341 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 104 | 98 | 108 | 104 | 98 | 108 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 7363 | 3135 | 4228 | 7363 | 3135 | 4228 |
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 | 322869 | -162464 | -379336 | -252846 | -324849 | -749587 |
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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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