Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724536.373 | 625416.6843 | 99119.6887 | 203928.6559 | 230673.8829 | -26745.227 |
Total P&L (%) | 724.5364 | 625.4167 | 99.1197 | 203.9287 | 230.6739 | -26.7452 |
Avg Daily Profit (%) | 0.3845 | 0.3319 | 0.0526 | 0.059 | 0.0635 | -0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142032 | -67714 | -166241 | -221044 | -216389 | -201831 |
Profit Factor | 1.7956 | 2.391 | 1.215 | 1.1263 | 1.2757 | 0.9656 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 37.9032 | 29.0323 | 46.7742 | 37.9032 | 29.0323 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.9418 | 5.8446 | 1.3826 | 1.8452 | 3.1184 | 1.0988 |
Largest Winning Trade | 332411 | 332411 | 74149 | 312894 | 312894 | 97023 |
Largest Losing Trade | -41861 | -38264 | -41861 | -188378 | -188378 | -105774 |
Avg Bars in Trades | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Winners | 101 | 116 | 91 | 101 | 116 | 91 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 7448 | 3544 | 3904 | 7448 | 3544 | 3904 |
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 | 311215 | -152781 | -278547 | -198976 | -273616 | -734546 |
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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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