Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493666.9726 | 462273.2156 | 31393.7571 | 131091.7964 | 518904.6629 | -387812.8664 |
Total P&L (%) | 493.667 | 462.2732 | 31.3938 | 131.0918 | 518.9047 | -387.8129 |
Avg Daily Profit (%) | 0.1975 | 0.185 | 0.0126 | 0.0335 | 0.073 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128464 | -101636 | -79155 | -1527530 | -844269 | -715854 |
Profit Factor | 1.6537 | 2.1657 | 1.0875 | 1.0335 | 1.2767 | 0.8093 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 50.8065 | 48.3871 | 53.2258 | 50.8065 | 48.3871 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.6012 | 2.31 | 0.9557 | 1.0007 | 1.3619 | 0.7112 |
Largest Winning Trade | 341787 | 341787 | 44596 | 695618 | 695618 | 289736 |
Largest Losing Trade | -40893 | -33818 | -40893 | -647641 | -278643 | -647641 |
Avg Bars in Trades | 117 | 154 | 80 | 117 | 154 | 80 |
Avg Bars in Winners | 140 | 191 | 94 | 140 | 191 | 94 |
Avg Bars in Losers | 94 | 121 | 64 | 94 | 121 | 64 |
Bars Traded | 14607 | 9604 | 5003 | 14607 | 9604 | 5003 |
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 | 401950 | -143195 | -458712 | -331307 | -249972 | -734540 |
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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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