Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576704.4489 | 450125.9797 | 126578.4693 | 770202.86 | -11855.9333 | 782058.7933 |
Total P&L (%) | 576.7044 | 450.126 | 126.5785 | 770.2029 | -11.8559 | 782.0588 |
Avg Daily Profit (%) | 0.2453 | 0.1914 | 0.0538 | 0.0921 | -0.0054 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88505 | -94010 | -130960 | -1637930 | -1690882 | -600147 |
Profit Factor | 1.768 | 2.0735 | 1.3817 | 1.141 | 0.9964 | 1.3582 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 43.3071 | 34.375 | 52.381 | 43.3071 | 34.375 | 52.381 |
Ratio Avg Win / Avg Loss | 2.3145 | 3.9585 | 1.2561 | 1.4936 | 1.9022 | 1.2347 |
Largest Winning Trade | 202929 | 202929 | 62026 | 861497 | 861497 | 842419 |
Largest Losing Trade | -34410 | -24708 | -34410 | -600147 | -525373 | -600147 |
Avg Bars in Trades | 72 | 52 | 92 | 72 | 52 | 92 |
Avg Bars in Winners | 124 | 91 | 146 | 124 | 91 | 146 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 9188 | 3365 | 5823 | 9188 | 3365 | 5823 |
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 | 342396 | -134044 | -266822 | -137377 | -723534 | -214820 |
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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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