Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226319.2848 | 167629.9351 | 58689.3497 | -16561.8168 | 1349464.43 | -1366026.2469 |
Total P&L (%) | 226.3193 | 167.6299 | 58.6894 | -16.5618 | 1349.4644 | -1366.0262 |
Avg Daily Profit (%) | 0.1671 | 0.1237 | 0.0433 | -0.0134 | 0.1976 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164125 | -85391 | -130146 | -1901976 | -412663 | -2061734 |
Profit Factor | 1.3721 | 1.8246 | 1.1449 | 0.9962 | 2.7076 | 0.6114 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 55.4688 | 51.5625 | 59.375 | 55.4688 | 51.5625 | 59.375 |
Ratio Avg Win / Avg Loss | 1.1016 | 1.714 | 0.7834 | 0.7997 | 2.5435 | 0.4183 |
Largest Winning Trade | 63208 | 49373 | 63208 | 491632 | 491632 | 323774 |
Largest Losing Trade | -76567 | -24729 | -76567 | -1520188 | -87110 | -1520188 |
Avg Bars in Trades | 29 | 13 | 45 | 29 | 13 | 45 |
Avg Bars in Winners | 33 | 14 | 50 | 33 | 14 | 50 |
Avg Bars in Losers | 24 | 12 | 39 | 24 | 12 | 39 |
Bars Traded | 3804 | 868 | 2936 | 3804 | 868 | 2936 |
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 | 330845 | -163055 | -336521 | -579451 | -125517 | -718743 |
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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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