Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929623.0068 | 847861.8809 | 81761.1259 | 394965.649 | 91473.2767 | 303492.3722 |
Total P&L (%) | 929.623 | 847.8619 | 81.7611 | 394.9656 | 91.4733 | 303.4924 |
Avg Daily Profit (%) | 0.3913 | 0.3568 | 0.0344 | 0.0673 | 0.0273 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118076 | -121469 | -81835 | -2702863 | -2712764 | -1172522 |
Profit Factor | 1.9255 | 2.5664 | 1.1765 | 1.0415 | 1.0155 | 1.0836 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 39.3701 | 31.25 | 47.619 | 39.3701 | 31.25 | 47.619 |
Ratio Avg Win / Avg Loss | 2.9653 | 5.646 | 1.2942 | 1.6039 | 2.2341 | 1.192 |
Largest Winning Trade | 388127 | 388127 | 61361 | 2232612 | 2232612 | 874444 |
Largest Losing Trade | -46109 | -46109 | -34112 | -1143202 | -1143202 | -591628 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 4640 | 2167 | 2473 | 4640 | 2167 | 2473 |
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 | 343145 | -132478 | -320858 | -280631 | -505448 | -390663 |
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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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