Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507388.0235 | 431052.8728 | 76335.1507 | -32977.2836 | -545543.5374 | 512566.2538 |
Total P&L (%) | 507.388 | 431.0529 | 76.3352 | -32.9773 | -545.5435 | 512.5663 |
Avg Daily Profit (%) | 0.2792 | 0.2372 | 0.042 | -0.022 | 0 | 0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226043 | -197999 | -110380 | -2041026 | -1838389 | -926969 |
Profit Factor | 1.7098 | 2.2298 | 1.2095 | 0.9927 | 0.7672 | 1.2347 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 2.5647 | 5.2028 | 1.2095 | 1.4891 | 1.7901 | 1.2347 |
Largest Winning Trade | 579038 | 579038 | 68214 | 710871 | 710871 | 679986 |
Largest Losing Trade | -46094 | -27240 | -46094 | -674182 | -574236 | -674182 |
Avg Bars in Trades | 43 | 31 | 56 | 43 | 31 | 56 |
Avg Bars in Winners | 71 | 54 | 81 | 71 | 54 | 81 |
Avg Bars in Losers | 25 | 22 | 31 | 25 | 22 | 31 |
Bars Traded | 5273 | 1910 | 3363 | 5273 | 1910 | 3363 |
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 | 301853 | -165052 | -306439 | -582681 | -755236 | -228817 |
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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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