Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524252.9143 | 483291.2528 | 40961.6615 | 3328.0159 | 97022.1976 | -93694.1817 |
Total P&L (%) | 524.2529 | 483.2913 | 40.9617 | 3.328 | 97.0222 | -93.6942 |
Avg Daily Profit (%) | 0.283 | 0.2609 | 0.0221 | 0.0018 | 0.0366 | -0.1491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169553 | -188949 | -107252 | -368270 | -284831 | -254236 |
Profit Factor | 1.673 | 2.1097 | 1.1193 | 1.0027 | 1.1445 | 0.8309 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 71 | 42 | 29 | 71 | 42 | 29 |
Profitability (%) | 41.8033 | 31.1475 | 52.459 | 41.8033 | 31.1475 | 52.459 |
Ratio Avg Win / Avg Loss | 2.3291 | 4.6635 | 1.0143 | 1.3959 | 2.5299 | 0.753 |
Largest Winning Trade | 495241 | 495241 | 57061 | 332829 | 332829 | 74243 |
Largest Losing Trade | -36691 | -25048 | -36691 | -113085 | -85737 | -113085 |
Avg Bars in Trades | 89 | 80 | 98 | 89 | 80 | 98 |
Avg Bars in Winners | 140 | 151 | 134 | 140 | 151 | 134 |
Avg Bars in Losers | 53 | 48 | 59 | 53 | 48 | 59 |
Bars Traded | 10947 | 4934 | 6013 | 10947 | 4934 | 6013 |
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 | 325894 | -157136 | -416147 | -576632 | -373784 | -742139 |
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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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