Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495453.0158 | 437837.2985 | 57615.7172 | 112498.8514 | 121333.2011 | -8834.3497 |
Total P&L (%) | 495.453 | 437.8373 | 57.6157 | 112.4989 | 121.3332 | -8.8344 |
Avg Daily Profit (%) | 0.2598 | 0.2296 | 0.0302 | 0.0395 | 0.0417 | -0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110332 | -90680 | -119771 | -2108274 | -1484294 | -1669882 |
Profit Factor | 1.7201 | 2.464 | 1.1481 | 1.0154 | 1.0356 | 0.9977 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 45 | 38.3333 | 51.6667 | 45 | 38.3333 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.1024 | 3.9638 | 1.0741 | 1.241 | 1.666 | 0.9334 |
Largest Winning Trade | 336376 | 336376 | 51236 | 655272 | 598941 | 655272 |
Largest Losing Trade | -71417 | -28846 | -71417 | -996491 | -583128 | -996491 |
Avg Bars in Trades | 61 | 54 | 69 | 61 | 54 | 69 |
Avg Bars in Winners | 96 | 92 | 99 | 96 | 92 | 99 |
Avg Bars in Losers | 33 | 30 | 38 | 33 | 30 | 38 |
Bars Traded | 7418 | 3242 | 4176 | 7418 | 3242 | 4176 |
Profit Streak | 0 | 0 | 33.9817 | 0 | 0 | 33.9817 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351602 | -161425 | -379334 | -345326 | -491476 | -749200 |
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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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