Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516832.4584 | 424922.2633 | 91910.1951 | 394688.6052 | 994376.5801 | -599687.9748 |
Total P&L (%) | 516.8325 | 424.9223 | 91.9102 | 394.6886 | 994.3766 | -599.688 |
Avg Daily Profit (%) | 0.2067 | 0.17 | 0.0368 | 0.064 | 0.0957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211250 | -170819 | -152806 | -1184522 | -725746 | -1194920 |
Profit Factor | 1.613 | 2.1179 | 1.1985 | 1.098 | 1.6756 | 0.7655 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 42.7586 | 38.8889 | 46.5753 | 42.7586 | 38.8889 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.1594 | 3.3281 | 1.3748 | 1.4699 | 2.6331 | 0.8781 |
Largest Winning Trade | 221167 | 221167 | 54788 | 535977 | 535977 | 264008 |
Largest Losing Trade | -47699 | -24593 | -47699 | -453900 | -182385 | -453900 |
Avg Bars in Trades | 67 | 66 | 69 | 67 | 66 | 69 |
Avg Bars in Winners | 100 | 102 | 98 | 100 | 102 | 98 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 9832 | 4761 | 5071 | 9832 | 4761 | 5071 |
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 | 313782 | -72387 | -219240 | -222721 | -145331 | -654067 |
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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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