Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604638.3321 | 483884.9816 | 120753.3505 | 612622.5087 | -554701.4399 | 1167323.9486 |
Total P&L (%) | 604.6383 | 483.885 | 120.7534 | 612.6225 | -554.7014 | 1167.3239 |
Avg Daily Profit (%) | 0.2903 | 0.2323 | 0.058 | 0.0943 | 0 | 0.122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111965 | -88533 | -114654 | -1920460 | -1418699 | -899402 |
Profit Factor | 1.7284 | 2.1344 | 1.2992 | 1.0929 | 0.8487 | 1.3984 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 42.6471 | 33.8235 | 51.4706 | 42.6471 | 33.8235 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.3244 | 4.1759 | 1.225 | 1.4697 | 1.6606 | 1.3185 |
Largest Winning Trade | 247615 | 247615 | 61153 | 728144 | 584846 | 728144 |
Largest Losing Trade | -40779 | -25876 | -40779 | -515248 | -445041 | -515248 |
Avg Bars in Trades | 179 | 163 | 196 | 179 | 163 | 196 |
Avg Bars in Winners | 271 | 276 | 267 | 271 | 276 | 267 |
Avg Bars in Losers | 111 | 105 | 121 | 111 | 105 | 121 |
Bars Traded | 24453 | 11093 | 13360 | 24453 | 11093 | 13360 |
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 | 345118 | -103791 | -224406 | -187482 | -693749 | -138009 |
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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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