Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637436.9113 | 536545.7351 | 100891.1761 | 566490.8095 | -709042.9001 | 1275533.7095 |
Total P&L (%) | 637.4369 | 536.5457 | 100.8912 | 566.4908 | -709.0429 | 1275.5337 |
Avg Daily Profit (%) | 0.306 | 0.2575 | 0.0484 | 0.0911 | 0 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132380 | -114164 | -98656 | -2992997 | -2173840 | -1555395 |
Profit Factor | 1.8064 | 2.4312 | 1.2428 | 1.0668 | 0.8467 | 1.3309 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 38.806 | 34.3284 | 43.2836 | 38.806 | 34.3284 | 43.2836 |
Ratio Avg Win / Avg Loss | 2.8485 | 4.651 | 1.6284 | 1.6823 | 1.6197 | 1.7439 |
Largest Winning Trade | 317672 | 317672 | 60513 | 1448107 | 1448107 | 1016674 |
Largest Losing Trade | -34213 | -24737 | -34213 | -814365 | -635257 | -814365 |
Avg Bars in Trades | 184 | 152 | 215 | 184 | 152 | 215 |
Avg Bars in Winners | 345 | 290 | 388 | 345 | 290 | 388 |
Avg Bars in Losers | 82 | 80 | 83 | 82 | 80 | 83 |
Bars Traded | 24675 | 10233 | 14442 | 24675 | 10233 | 14442 |
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 | 301385 | -109890 | -246960 | -220860 | -701052 | -142698 |
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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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