Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845178.5504 | 747702.1098 | 97476.4406 | 947436.2231 | 2200852.9173 | -1253416.6942 |
Total P&L (%) | 845.1786 | 747.7021 | 97.4764 | 947.4362 | 2200.8529 | -1253.4167 |
Avg Daily Profit (%) | 0.3558 | 0.3148 | 0.041 | 0.0989 | 0.1321 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121628 | -114731 | -119252 | -2240984 | -1990033 | -2071485 |
Profit Factor | 1.9008 | 2.5826 | 1.2093 | 1.0791 | 1.364 | 0.7887 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 42.735 | 40.678 | 44.8276 | 42.735 | 40.678 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.5471 | 3.7663 | 1.4883 | 1.446 | 1.9892 | 0.9707 |
Largest Winning Trade | 213537 | 213537 | 66837 | 1642461 | 1642461 | 676705 |
Largest Losing Trade | -47261 | -47261 | -42347 | -1096940 | -717585 | -1096940 |
Avg Bars in Trades | 79 | 71 | 87 | 79 | 71 | 87 |
Avg Bars in Winners | 128 | 120 | 136 | 128 | 120 | 136 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 9286 | 4218 | 5068 | 9286 | 4218 | 5068 |
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 | 376684 | -166640 | -320631 | -196513 | -195258 | -762844 |
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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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