Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699071.1898 | 551875.4456 | 147195.7442 | 1528386.9471 | -357360.6127 | 1885747.5599 |
Total P&L (%) | 699.0712 | 551.8754 | 147.1957 | 1528.3869 | -357.3606 | 1885.7476 |
Avg Daily Profit (%) | 0.3357 | 0.265 | 0.0707 | 0.1341 | 0 | 0.1436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109082 | -75289 | -163673 | -1739866 | -1815826 | -754983 |
Profit Factor | 1.8535 | 2.5064 | 1.3252 | 1.2774 | 0.8874 | 1.8076 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 39.2857 | 32.8571 | 45.7143 | 39.2857 | 32.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.8645 | 5.1218 | 1.5736 | 1.9742 | 1.8134 | 2.1465 |
Largest Winning Trade | 226416 | 226416 | 67836 | 1062469 | 1062469 | 726834 |
Largest Losing Trade | -39948 | -20265 | -39948 | -553052 | -530651 | -553052 |
Avg Bars in Trades | 175 | 154 | 195 | 175 | 154 | 195 |
Avg Bars in Winners | 301 | 290 | 309 | 301 | 290 | 309 |
Avg Bars in Losers | 93 | 87 | 100 | 93 | 87 | 100 |
Bars Traded | 24504 | 10797 | 13707 | 24504 | 10797 | 13707 |
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 | 321085 | -87753 | -193339 | -16365 | -679125 | -93602 |
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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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