Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621837.8418 | 490679.863 | 131157.9788 | 1031986.8802 | 1249268.9891 | -217282.1089 |
Total P&L (%) | 621.8378 | 490.6799 | 131.158 | 1031.9869 | 1249.269 | -217.2821 |
Avg Daily Profit (%) | 0.2986 | 0.2356 | 0.063 | 0.1166 | 0.125 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94975 | -109711 | -93648 | -1044310 | -653821 | -771803 |
Profit Factor | 1.9533 | 2.4615 | 1.4143 | 1.2329 | 1.5742 | 0.9036 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 40 | 32.7273 | 47.2727 | 40 | 32.7273 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.9299 | 5.0598 | 1.5775 | 1.8494 | 3.2358 | 1.0079 |
Largest Winning Trade | 207891 | 207891 | 52474 | 1369786 | 1369786 | 494326 |
Largest Losing Trade | -32079 | -21687 | -32079 | -366617 | -225945 | -366617 |
Avg Bars in Trades | 220 | 198 | 242 | 220 | 198 | 242 |
Avg Bars in Winners | 371 | 366 | 374 | 371 | 366 | 374 |
Avg Bars in Losers | 119 | 116 | 124 | 119 | 116 | 124 |
Bars Traded | 24264 | 10900 | 13364 | 24264 | 10900 | 13364 |
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 | 323786 | -174433 | -288054 | -39749 | -209861 | -760227 |
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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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