Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545240.2018 | 528227.5871 | 17012.6147 | 421197.1231 | 1528483.439 | -1107286.3159 |
Total P&L (%) | 545.2402 | 528.2276 | 17.0126 | 421.1971 | 1528.4834 | -1107.2863 |
Avg Daily Profit (%) | 0.3003 | 0.291 | 0.0094 | 0.091 | 0.1538 | 0 |
Buy And Hold Return (%) | 182.9094 | 182.9094 | 182.9094 | 182.9094 | 182.9094 | 182.9094 |
Max Trade Drawdown | -125211 | -100290 | -88127 | -2149975 | -1556349 | -1615452 |
Profit Factor | 1.8304 | 2.6333 | 1.0511 | 1.0511 | 1.3861 | 0.7415 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 49.1667 | 50 | 48.3333 | 49.1667 | 50 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.8925 | 2.6333 | 1.1235 | 1.0867 | 1.3861 | 0.7927 |
Largest Winning Trade | 228331 | 228331 | 62306 | 1171312 | 1171312 | 501865 |
Largest Losing Trade | -42294 | -42294 | -28611 | -664562 | -664562 | -562587 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 3504 | 1685 | 1819 | 3504 | 1685 | 1819 |
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 | 342441 | -158275 | -680279 | -240413 | -160649 | -750606 |
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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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