Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622044.8857 | 504638.592 | 117406.2937 | 644023.3388 | 45500.2156 | 598523.1232 |
Total P&L (%) | 622.0449 | 504.6386 | 117.4063 | 644.0233 | 45.5002 | 598.5231 |
Avg Daily Profit (%) | 0.3222 | 0.2614 | 0.0608 | 0.104 | 0.0194 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103527 | -55760 | -107040 | -1732694 | -962874 | -804168 |
Profit Factor | 1.7502 | 2.4172 | 1.2482 | 1.1124 | 1.0156 | 1.2126 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 46.5116 | 38.4615 | 54.6875 | 46.5116 | 38.4615 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.0127 | 3.8675 | 1.0342 | 1.2792 | 1.625 | 1.0047 |
Largest Winning Trade | 146057 | 146057 | 55108 | 594468 | 594468 | 447174 |
Largest Losing Trade | -76720 | -24298 | -76720 | -423963 | -319340 | -423963 |
Avg Bars in Trades | 58 | 44 | 72 | 58 | 44 | 72 |
Avg Bars in Winners | 87 | 68 | 101 | 87 | 68 | 101 |
Avg Bars in Losers | 33 | 30 | 38 | 33 | 30 | 38 |
Bars Traded | 7589 | 2918 | 4671 | 7589 | 2918 | 4671 |
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 | 409890 | -123277 | -250522 | -151658 | -507340 | -197092 |
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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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