Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484431.5633 | 410781.2364 | 73650.327 | -13056.5734 | -173111.3056 | 160054.7322 |
Total P&L (%) | 484.4316 | 410.7812 | 73.6503 | -13.0566 | -173.1113 | 160.0547 |
Avg Daily Profit (%) | 0.2734 | 0.2318 | 0.0416 | -0.0079 | 0 | 0.0539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136615 | -128429 | -41379 | -416754 | -425108 | -172334 |
Profit Factor | 1.6906 | 1.7815 | 1.4188 | 0.9933 | 0.8824 | 1.3402 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 45.9259 | 35.8209 | 55.8824 | 45.9259 | 35.8209 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.9905 | 3.1919 | 1.1201 | 1.1695 | 1.5809 | 1.058 |
Largest Winning Trade | 517223 | 517223 | 48639 | 304600 | 304600 | 145043 |
Largest Losing Trade | -33796 | -33796 | -25378 | -136670 | -136670 | -99629 |
Avg Bars in Trades | 34 | 60 | 9 | 34 | 60 | 9 |
Avg Bars in Winners | 44 | 102 | 8 | 44 | 102 | 8 |
Avg Bars in Losers | 26 | 37 | 9 | 26 | 37 | 9 |
Bars Traded | 4687 | 4068 | 619 | 4687 | 4068 | 619 |
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 | 368085 | -111200 | -244719 | -580338 | -700472 | -228685 |
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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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