Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874154.3823 | 739918.2589 | 134236.1234 | 993088.6959 | 1063502.6245 | -70413.9286 |
Total P&L (%) | 874.1544 | 739.9183 | 134.2361 | 993.0887 | 1063.5026 | -70.4139 |
Avg Daily Profit (%) | 0.4645 | 0.3932 | 0.0713 | 0.1272 | 0.1305 | -0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233661 | -156544 | -138815 | -1166116 | -635942 | -788715 |
Profit Factor | 2.2005 | 2.8788 | 1.4015 | 1.3724 | 1.8616 | 0.9508 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 52 | 48.3871 | 55.5556 | 52 | 48.3871 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0312 | 3.0707 | 1.1212 | 1.2668 | 1.9857 | 0.7607 |
Largest Winning Trade | 333622 | 333622 | 42544 | 407157 | 407157 | 182645 |
Largest Losing Trade | -70231 | -33466 | -70231 | -514028 | -375240 | -514028 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 3529 | 1743 | 1786 | 3529 | 1743 | 1786 |
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 | 552742 | -139345 | -242683 | -21450 | -169414 | -726460 |
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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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