Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586634.7206 | 376049.0517 | 210585.6689 | 698025.2164 | -103894.6845 | 801919.9008 |
Total P&L (%) | 586.6347 | 376.0491 | 210.5857 | 698.0252 | -103.8947 | 801.9199 |
Avg Daily Profit (%) | 0.3222 | 0.2065 | 0.1156 | 0.1141 | 0 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101152 | -106933 | -69425 | -801392 | -706512 | -593487 |
Profit Factor | 1.9116 | 2.0508 | 1.7372 | 1.2025 | 0.9465 | 1.5322 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 39.0244 | 27.8689 | 50 | 39.0244 | 27.8689 | 50 |
Ratio Avg Win / Avg Loss | 2.9868 | 5.3079 | 1.7372 | 1.8788 | 2.4497 | 1.5322 |
Largest Winning Trade | 307796 | 307796 | 72549 | 419566 | 361820 | 419566 |
Largest Losing Trade | -57488 | -25339 | -57488 | -361486 | -164426 | -361486 |
Avg Bars in Trades | 175 | 148 | 201 | 175 | 148 | 201 |
Avg Bars in Winners | 288 | 274 | 295 | 288 | 274 | 295 |
Avg Bars in Losers | 102 | 100 | 106 | 102 | 100 | 106 |
Bars Traded | 21539 | 9073 | 12466 | 21539 | 9073 | 12466 |
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 | 315701 | -167553 | -189496 | -43563 | -757128 | -182814 |
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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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