Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406493.5065 | 301134.2585 | 105359.248 | 315768.7403 | -532374.7793 | 848143.5196 |
Total P&L (%) | 406.4935 | 301.1343 | 105.3592 | 315.7687 | -532.3748 | 848.1435 |
Avg Daily Profit (%) | 0.1881 | 0.1393 | 0.0487 | 0.0659 | 0 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183825 | -92927 | -98791 | -2752839 | -1876637 | -1307058 |
Profit Factor | 1.6096 | 1.9302 | 1.3071 | 1.0404 | 0.8736 | 1.2359 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 47.619 | 44.4444 | 50.7937 | 47.619 | 44.4444 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.7706 | 2.4127 | 1.2663 | 1.1445 | 1.092 | 1.1973 |
Largest Winning Trade | 170324 | 170324 | 56562 | 977093 | 977093 | 536703 |
Largest Losing Trade | -43321 | -24166 | -43321 | -711874 | -711874 | -521345 |
Avg Bars in Trades | 99 | 74 | 125 | 99 | 74 | 125 |
Avg Bars in Winners | 113 | 79 | 143 | 113 | 79 | 143 |
Avg Bars in Losers | 87 | 70 | 106 | 87 | 70 | 106 |
Bars Traded | 12596 | 4702 | 7894 | 12596 | 4702 | 7894 |
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 | 359069 | -152503 | -274264 | -281511 | -728229 | -200451 |
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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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