Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619989.7055 | 611596.3009 | 8393.4046 | -38990.8779 | 96074.3651 | -135065.243 |
Total P&L (%) | 619.9897 | 611.5963 | 8.3934 | -38.9909 | 96.0744 | -135.0652 |
Avg Daily Profit (%) | 0.2603 | 0.2568 | 0.0035 | -0.0207 | 0.0283 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183570 | -133473 | -136248 | -1009468 | -782270 | -446870 |
Profit Factor | 1.7115 | 2.4866 | 1.0182 | 0.9844 | 1.0736 | 0.8869 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 42.4 | 41.2698 | 43.5484 | 42.4 | 41.2698 | 43.5484 |
Ratio Avg Win / Avg Loss | 2.3251 | 3.5386 | 1.32 | 1.3373 | 1.5278 | 1.1496 |
Largest Winning Trade | 471512 | 471512 | 67710 | 479873 | 479873 | 284916 |
Largest Losing Trade | -59082 | -28362 | -59082 | -297994 | -297994 | -213062 |
Avg Bars in Trades | 73 | 43 | 103 | 73 | 43 | 103 |
Avg Bars in Winners | 136 | 73 | 197 | 136 | 73 | 197 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 9135 | 2742 | 6393 | 9135 | 2742 | 6393 |
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 | 330225 | -137090 | -711305 | -581735 | -443921 | -736078 |
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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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