Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009533.4966 | 927429.7964 | 82103.7002 | 134179.8389 | -123202.9947 | 257382.8336 |
Total P&L (%) | 1009.5335 | 927.4298 | 82.1037 | 134.1798 | -123.203 | 257.3828 |
Avg Daily Profit (%) | 0.4293 | 0.3944 | 0.0349 | 0.0362 | 0 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177635 | -65779 | -202790 | -290756 | -294647 | -183740 |
Profit Factor | 2.4379 | 3.8063 | 1.2209 | 1.102 | 0.8244 | 1.4195 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 42.9688 | 34.375 | 51.5625 | 42.9688 | 34.375 | 51.5625 |
Ratio Avg Win / Avg Loss | 3.2357 | 7.2665 | 1.1469 | 1.4627 | 1.5738 | 1.3335 |
Largest Winning Trade | 918685 | 918685 | 62828 | 193918 | 97662 | 193918 |
Largest Losing Trade | -68129 | -24924 | -68129 | -104220 | -85656 | -104220 |
Avg Bars in Trades | 72 | 49 | 95 | 72 | 49 | 95 |
Avg Bars in Winners | 125 | 103 | 140 | 125 | 103 | 140 |
Avg Bars in Losers | 32 | 21 | 47 | 32 | 21 | 47 |
Bars Traded | 9275 | 3189 | 6086 | 9275 | 3189 | 6086 |
Profit Streak | 0 | 0 | 12.8085 | 0 | 0 | 12.8085 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440923 | -128915 | -285018 | -255236 | -723534 | -258122 |
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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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