Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960422.721 | 831209.5882 | 129213.1328 | 908454.0534 | -425580.8252 | 1334034.8786 |
Total P&L (%) | 960.4227 | 831.2096 | 129.2131 | 908.4541 | -425.5808 | 1334.0349 |
Avg Daily Profit (%) | 0.4975 | 0.4306 | 0.0669 | 0.1198 | 0 | 0.1381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87259 | -69907 | -87062 | -1521661 | -1078370 | -692519 |
Profit Factor | 2.3044 | 3.3989 | 1.3315 | 1.1396 | 0.874 | 1.4265 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 47.7273 | 40.9091 | 54.5455 | 47.7273 | 40.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.5239 | 4.9095 | 1.1096 | 1.2481 | 1.2625 | 1.1887 |
Largest Winning Trade | 690257 | 690257 | 45251 | 696156 | 490546 | 696156 |
Largest Losing Trade | -68991 | -32736 | -68991 | -493844 | -478140 | -493844 |
Avg Bars in Trades | 85 | 78 | 91 | 85 | 78 | 91 |
Avg Bars in Winners | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Losers | 58 | 52 | 65 | 58 | 52 | 65 |
Bars Traded | 11247 | 5178 | 6069 | 11247 | 5178 | 6069 |
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 | 519643 | -111484 | -226870 | -100151 | -707104 | -131050 |
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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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