Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519195.9397 | 427322.9951 | 91872.9446 | 570.1064 | -332203.9473 | 332774.0537 |
Total P&L (%) | 519.1959 | 427.323 | 91.8729 | 0.5701 | -332.2039 | 332.7741 |
Avg Daily Profit (%) | 0.2876 | 0.2367 | 0.0509 | 0.0003 | 0 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163354 | -127227 | -83209 | -1328737 | -899027 | -611815 |
Profit Factor | 1.7583 | 2.2231 | 1.274 | 1.0002 | 0.7926 | 1.1789 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 39.6947 | 33.3333 | 46.1538 | 39.6947 | 33.3333 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.6713 | 4.4461 | 1.4863 | 1.5195 | 1.5852 | 1.3753 |
Largest Winning Trade | 561331 | 561331 | 68591 | 570281 | 541517 | 570281 |
Largest Losing Trade | -34576 | -29342 | -34576 | -494199 | -224946 | -494199 |
Avg Bars in Trades | 53 | 37 | 69 | 53 | 37 | 69 |
Avg Bars in Winners | 94 | 71 | 111 | 94 | 71 | 111 |
Avg Bars in Losers | 26 | 21 | 33 | 26 | 21 | 33 |
Bars Traded | 6990 | 2501 | 4489 | 6990 | 2501 | 4489 |
Profit Streak | 0 | 0 | 15.721 | 0 | 0 | 15.721 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304553 | -118774 | -257899 | -581059 | -708939 | -241219 |
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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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