Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679538.9372 | 541297.3156 | 138241.6216 | 588489.6756 | 649547.4573 | -61057.7817 |
Total P&L (%) | 679.5389 | 541.2973 | 138.2416 | 588.4897 | 649.5475 | -61.0578 |
Avg Daily Profit (%) | 0.2972 | 0.2367 | 0.0605 | 0.0844 | 0.0881 | -0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134166 | -184223 | -54485 | -1388009 | -1139984 | -612528 |
Profit Factor | 1.8748 | 2.1278 | 1.4658 | 1.1268 | 1.2213 | 0.9642 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 39.3939 | 31.8182 | 46.9697 | 39.3939 | 31.8182 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.8844 | 4.5595 | 1.6549 | 1.7335 | 2.617 | 1.0886 |
Largest Winning Trade | 355062 | 355062 | 52378 | 981233 | 981233 | 128168 |
Largest Losing Trade | -35559 | -35559 | -20148 | -517488 | -517488 | -250253 |
Avg Bars in Trades | 67 | 88 | 47 | 67 | 88 | 47 |
Avg Bars in Winners | 93 | 140 | 60 | 93 | 140 | 60 |
Avg Bars in Losers | 51 | 63 | 35 | 51 | 63 | 35 |
Bars Traded | 8938 | 5821 | 3117 | 8938 | 5821 | 3117 |
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 | 311476 | -119130 | -235630 | -163582 | -205705 | -704747 |
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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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