Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658910.4361 | 559972.5387 | 98937.8974 | 199687.4403 | 640366.5228 | -440679.0825 |
Total P&L (%) | 658.9104 | 559.9725 | 98.9379 | 199.6874 | 640.3665 | -440.6791 |
Avg Daily Profit (%) | 0.4123 | 0.3504 | 0.0619 | 0.0687 | 0.1254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140415 | -98562 | -125154 | -541599 | -268005 | -755019 |
Profit Factor | 1.9234 | 2.6552 | 1.2637 | 1.0815 | 1.685 | 0.7093 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 37.3832 | 31.4815 | 43.3962 | 37.3832 | 31.4815 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.2217 | 5.7789 | 1.6483 | 1.8115 | 3.6674 | 0.9252 |
Largest Winning Trade | 375183 | 375183 | 55828 | 469165 | 469165 | 152488 |
Largest Losing Trade | -59665 | -44149 | -59665 | -315133 | -96235 | -315133 |
Avg Bars in Trades | 87 | 63 | 112 | 87 | 63 | 112 |
Avg Bars in Winners | 141 | 106 | 167 | 141 | 106 | 167 |
Avg Bars in Losers | 55 | 43 | 70 | 55 | 43 | 70 |
Bars Traded | 9385 | 3422 | 5963 | 9385 | 3422 | 5963 |
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 | 319787 | -173146 | -291904 | -235603 | -209586 | -763401 |
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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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