Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769737.7484 | 609543.15 | 160194.5984 | 1416241.7339 | 1571052.9095 | -154811.1756 |
Total P&L (%) | 769.7377 | 609.5432 | 160.1946 | 1416.2417 | 1571.0529 | -154.8112 |
Avg Daily Profit (%) | 0.481 | 0.3809 | 0.1001 | 0.1701 | 0.1761 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92039 | -73487 | -102126 | -1687415 | -1175764 | -1575444 |
Profit Factor | 2.3322 | 2.9199 | 1.6154 | 1.2299 | 1.5153 | 0.9503 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 39.8374 | 35.4839 | 44.2623 | 39.8374 | 35.4839 | 44.2623 |
Ratio Avg Win / Avg Loss | 3.5221 | 5.3088 | 2.0342 | 1.8573 | 2.755 | 1.1966 |
Largest Winning Trade | 407682 | 407682 | 69133 | 1765456 | 1765456 | 501463 |
Largest Losing Trade | -29899 | -20099 | -29899 | -540122 | -274536 | -540122 |
Avg Bars in Trades | 151 | 124 | 179 | 151 | 124 | 179 |
Avg Bars in Winners | 279 | 239 | 312 | 279 | 239 | 312 |
Avg Bars in Losers | 66 | 61 | 73 | 66 | 61 | 73 |
Bars Traded | 18636 | 7715 | 10921 | 18636 | 7715 | 10921 |
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 | 405189 | -144943 | -220178 | 177204 | -149758 | -743023 |
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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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