Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886005.872 | 847577.6362 | 38428.2357 | 346847.266 | 1294379.6131 | -947532.3471 |
Total P&L (%) | 886.0059 | 847.5776 | 38.4282 | 346.8473 | 1294.3796 | -947.5323 |
Avg Daily Profit (%) | 0.3812 | 0.3647 | 0.0165 | 0.0644 | 0.1134 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147876 | -146355 | -201481 | -1082779 | -614458 | -1264902 |
Profit Factor | 1.8841 | 2.824 | 1.0715 | 1.0758 | 1.6577 | 0.6367 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 40.4762 | 36.5079 | 44.4444 | 40.4762 | 36.5079 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.7707 | 4.9113 | 1.3394 | 1.5821 | 2.883 | 0.7959 |
Largest Winning Trade | 325193 | 325193 | 84733 | 859195 | 859195 | 186517 |
Largest Losing Trade | -71542 | -40665 | -71542 | -664228 | -257300 | -664228 |
Avg Bars in Trades | 107 | 100 | 113 | 107 | 100 | 113 |
Avg Bars in Winners | 165 | 155 | 174 | 165 | 155 | 174 |
Avg Bars in Losers | 67 | 68 | 65 | 67 | 68 | 65 |
Bars Traded | 13495 | 6324 | 7171 | 13495 | 6324 | 7171 |
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 | 352560 | -137369 | -464123 | -246314 | -190212 | -729896 |
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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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