Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553951.8779 | 343893.7634 | 210058.1145 | 586736.5798 | -22993.1114 | 609729.6912 |
Total P&L (%) | 553.9519 | 343.8938 | 210.0581 | 586.7366 | -22.9931 | 609.7297 |
Avg Daily Profit (%) | 0.306 | 0.1899 | 0.116 | 0.1065 | -0.0144 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146230 | -90031 | -83844 | -2144750 | -795477 | -1614385 |
Profit Factor | 1.8177 | 1.884 | 1.7281 | 1.0911 | 0.9934 | 1.2073 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 78 | 47 | 31 | 78 | 47 | 31 |
Profitability (%) | 41.3534 | 29.8507 | 53.0303 | 41.3534 | 29.8507 | 53.0303 |
Ratio Avg Win / Avg Loss | 2.5778 | 4.4275 | 1.5306 | 1.5474 | 2.3346 | 1.0693 |
Largest Winning Trade | 293129 | 293129 | 66043 | 868726 | 868726 | 447447 |
Largest Losing Trade | -57185 | -30454 | -57185 | -1316504 | -315743 | -1316504 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 81 | 84 | 80 | 81 | 84 | 80 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 7091 | 3207 | 3884 | 7091 | 3207 | 3884 |
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 | 337736 | -114282 | -158622 | -172644 | -703393 | -172259 |
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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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