Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312237.9888 | 211018.4279 | 101219.5609 | 641666.0671 | 823578.4129 | -181912.3458 |
Total P&L (%) | 312.238 | 211.0184 | 101.2196 | 641.6661 | 823.5784 | -181.9123 |
Avg Daily Profit (%) | 0.2997 | 0.2026 | 0.0972 | 0.1925 | 0.2136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105775 | -41861 | -82599 | -1633613 | -403088 | -1233340 |
Profit Factor | 1.8775 | 2.3558 | 1.5056 | 1.2098 | 1.6849 | 0.902 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 40 | 38.7097 | 41.2698 | 40 | 38.7097 | 41.2698 |
Ratio Avg Win / Avg Loss | 2.8162 | 3.73 | 2.1426 | 1.8146 | 2.6678 | 1.2836 |
Largest Winning Trade | 98470 | 98470 | 51218 | 434702 | 434702 | 328156 |
Largest Losing Trade | -27185 | -13003 | -27185 | -276907 | -157257 | -276907 |
Avg Bars in Trades | 197 | 168 | 227 | 197 | 168 | 227 |
Avg Bars in Winners | 355 | 288 | 417 | 355 | 288 | 417 |
Avg Bars in Losers | 93 | 92 | 93 | 93 | 92 | 93 |
Bars Traded | 24745 | 10423 | 14322 | 24745 | 10423 | 14322 |
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 | 305279 | -146718 | -211148 | 182164 | -147502 | -729464 |
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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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