Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472621.818 | 430102.2399 | 42519.5781 | 180495.0568 | 540134.0124 | -359638.9555 |
Total P&L (%) | 472.6218 | 430.1022 | 42.5196 | 180.4951 | 540.134 | -359.639 |
Avg Daily Profit (%) | 0.2522 | 0.2295 | 0.0227 | 0.055 | 0.0991 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152219 | -89952 | -111158 | -1054193 | -688392 | -815199 |
Profit Factor | 1.5061 | 1.8884 | 1.0946 | 1.0368 | 1.2003 | 0.8373 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 46.281 | 43.3333 | 49.1803 | 46.281 | 43.3333 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.7482 | 2.4695 | 1.131 | 1.2034 | 1.5697 | 0.8653 |
Largest Winning Trade | 152056 | 152056 | 52220 | 543547 | 543547 | 218208 |
Largest Losing Trade | -40948 | -40948 | -39072 | -379474 | -267522 | -379474 |
Avg Bars in Trades | 58 | 65 | 51 | 58 | 65 | 51 |
Avg Bars in Winners | 72 | 84 | 61 | 72 | 84 | 61 |
Avg Bars in Losers | 46 | 51 | 41 | 46 | 51 | 41 |
Bars Traded | 7094 | 3956 | 3138 | 7094 | 3956 | 3138 |
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 | 338267 | -160314 | -443077 | -300606 | -231440 | -742777 |
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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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