Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785480.4264 | 613269.3309 | 172211.0955 | 505121.6128 | -119091.9188 | 624213.5317 |
Total P&L (%) | 785.4804 | 613.2693 | 172.2111 | 505.1216 | -119.0919 | 624.2135 |
Avg Daily Profit (%) | 0.5313 | 0.4148 | 0.1165 | 0.1219 | 0 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102257 | -154941 | -70690 | -618664 | -872182 | -469703 |
Profit Factor | 1.7968 | 2.0848 | 1.4096 | 1.0971 | 0.961 | 1.2904 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 85 | 33 | 52 | 85 | 33 | 52 |
Losing Trades | 159 | 89 | 70 | 159 | 89 | 70 |
Profitability (%) | 34.8361 | 27.0492 | 42.623 | 34.8361 | 27.0492 | 42.623 |
Ratio Avg Win / Avg Loss | 3.3611 | 5.6225 | 1.8976 | 2.0522 | 2.5918 | 1.7371 |
Largest Winning Trade | 531092 | 531092 | 33484 | 491655 | 491655 | 270096 |
Largest Losing Trade | -36036 | -33213 | -36036 | -279475 | -248355 | -279475 |
Avg Bars in Trades | 71 | 76 | 65 | 71 | 76 | 65 |
Avg Bars in Winners | 121 | 138 | 110 | 121 | 138 | 110 |
Avg Bars in Losers | 44 | 53 | 32 | 44 | 53 | 32 |
Bars Traded | 17339 | 9318 | 8021 | 17339 | 9318 | 8021 |
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 | 347665 | -7175 | -38720 | -147174 | -599013 | -15660 |
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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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