Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668365.9011 | 672692.0975 | -4326.1964 | 11020.5309 | 191711.5778 | -180691.0469 |
Total P&L (%) | 668.3659 | 672.6921 | -4.3262 | 11.0205 | 191.7116 | -180.691 |
Avg Daily Profit (%) | 0.3563 | 0.3586 | -0.0023 | 0.0056 | 0.0571 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162851 | -121597 | -77908 | -757230 | -562678 | -335295 |
Profit Factor | 2.0759 | 3.0919 | 0.9856 | 1.0052 | 1.1799 | 0.8258 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 43.1655 | 43.4783 | 42.8571 | 43.1655 | 43.4783 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7333 | 4.0195 | 1.3141 | 1.3236 | 1.5338 | 1.1011 |
Largest Winning Trade | 755119 | 755119 | 54290 | 745079 | 745079 | 206851 |
Largest Losing Trade | -31256 | -31256 | -27056 | -164060 | -152974 | -164060 |
Avg Bars in Trades | 78 | 70 | 87 | 78 | 70 | 87 |
Avg Bars in Winners | 105 | 82 | 128 | 105 | 82 | 128 |
Avg Bars in Losers | 58 | 60 | 56 | 58 | 60 | 56 |
Bars Traded | 10956 | 4839 | 6117 | 10956 | 4839 | 6117 |
Profit Streak | 0 | 14.2184 | 0 | 0 | 14.2184 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397092 | -88118 | -676347 | -536456 | -241671 | -676347 |
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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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