Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671433.5176 | 501927.8603 | 169505.6573 | 289668.5289 | -1612897.7795 | 1902566.3084 |
Total P&L (%) | 671.4335 | 501.9279 | 169.5057 | 289.6685 | -1612.8978 | 1902.5663 |
Avg Daily Profit (%) | 0.3714 | 0.2776 | 0.0938 | 0.0753 | 0 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126533 | -160995 | -53751 | -2688587 | -3208621 | -441997 |
Profit Factor | 2.0563 | 2.2499 | 1.7241 | 1.0383 | 0.7065 | 1.9221 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 51.0791 | 50 | 52.1739 | 51.0791 | 50 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9694 | 2.2499 | 1.5804 | 0.9944 | 0.7065 | 1.7619 |
Largest Winning Trade | 558473 | 558473 | 67705 | 1075487 | 1075487 | 560947 |
Largest Losing Trade | -30439 | -30439 | -25817 | -804249 | -804249 | -342794 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 50 | 49 | 50 | 50 | 49 | 50 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 5292 | 2614 | 2677 | 5292 | 2614 | 2677 |
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 | 501089 | -81474 | -165933 | -271998 | -675236 | -90002 |
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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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