Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599426.4521 | 486469.0576 | 112957.3945 | 740535.7204 | 1371279.8158 | -630744.0954 |
Total P&L (%) | 599.4265 | 486.4691 | 112.9574 | 740.5357 | 1371.2798 | -630.7441 |
Avg Daily Profit (%) | 0.2396 | 0.1945 | 0.0452 | 0.0851 | 0.1075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130568 | -130120 | -79355 | -3093011 | -2466248 | -1599611 |
Profit Factor | 1.7228 | 2.178 | 1.2713 | 1.063 | 1.2422 | 0.8964 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 42.6573 | 38.8889 | 46.4789 | 42.6573 | 38.8889 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.3158 | 3.4226 | 1.4639 | 1.429 | 1.952 | 1.0322 |
Largest Winning Trade | 229941 | 229941 | 53060 | 1513662 | 1513662 | 1006837 |
Largest Losing Trade | -51764 | -23404 | -51764 | -744185 | -626914 | -744185 |
Avg Bars in Trades | 103 | 93 | 113 | 103 | 93 | 113 |
Avg Bars in Winners | 163 | 149 | 175 | 163 | 149 | 175 |
Avg Bars in Losers | 58 | 58 | 59 | 58 | 58 | 59 |
Bars Traded | 14780 | 6749 | 8031 | 14780 | 6749 | 8031 |
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 | 329928 | -72061 | -221017 | -232541 | -131937 | -667438 |
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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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