Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346340.3626 | 416554.2664 | -70213.9038 | 718719.1809 | -32005.1177 | 750724.2987 |
Total P&L (%) | 346.3404 | 416.5543 | -70.2139 | 718.7192 | -32.0051 | 750.7243 |
Avg Daily Profit (%) | 0.1785 | 0.2146 | -0.0362 | 0.1084 | -0.0199 | 0.1104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226504 | -58836 | -321209 | -1053721 | -865943 | -440183 |
Profit Factor | 1.3408 | 2.2615 | 0.8977 | 1.2034 | 0.9834 | 1.4666 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 67 | 34 | 33 | 61 | 31 | 30 |
Losing Trades | 52 | 26 | 26 | 58 | 29 | 29 |
Profitability (%) | 56.3025 | 56.6667 | 55.9322 | 51.2605 | 51.6667 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.0406 | 1.7294 | 0.7072 | 1.1442 | 0.9199 | 1.4177 |
Largest Winning Trade | 123779 | 123779 | 68771 | 546466 | 331109 | 546466 |
Largest Losing Trade | -193488 | -24585 | -193488 | -305015 | -305015 | -205725 |
Avg Bars in Trades | 63 | 34 | 93 | 63 | 34 | 93 |
Avg Bars in Winners | 67 | 27 | 109 | 71 | 28 | 116 |
Avg Bars in Losers | 58 | 42 | 73 | 54 | 40 | 69 |
Bars Traded | 7560 | 2046 | 5514 | 7560 | 2046 | 5514 |
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 | 320509 | -156265 | -756689 | -47887 | -749742 | -220691 |
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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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