Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743170.752 | 593762.6584 | 149408.0937 | 459356.6231 | 749747.3903 | -290390.7672 |
Total P&L (%) | 743.1708 | 593.7627 | 149.4081 | 459.3566 | 749.7474 | -290.3908 |
Avg Daily Profit (%) | 0.4994 | 0.399 | 0.1004 | 0.1158 | 0.1439 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158665 | -107525 | -76730 | -2144485 | -1207920 | -1193680 |
Profit Factor | 1.9501 | 2.3867 | 1.422 | 1.0897 | 1.274 | 0.8781 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 41 | 13 | 28 | 41 | 13 | 28 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 33.8843 | 21.6667 | 45.9016 | 33.8843 | 21.6667 | 45.9016 |
Ratio Avg Win / Avg Loss | 3.805 | 8.6289 | 1.6759 | 2.1263 | 4.606 | 1.035 |
Largest Winning Trade | 365417 | 365417 | 68846 | 1490944 | 1490944 | 222719 |
Largest Losing Trade | -33304 | -22975 | -33304 | -729182 | -374187 | -729182 |
Avg Bars in Trades | 145 | 120 | 170 | 145 | 120 | 170 |
Avg Bars in Winners | 263 | 275 | 258 | 263 | 275 | 258 |
Avg Bars in Losers | 84 | 77 | 95 | 84 | 77 | 95 |
Bars Traded | 17608 | 7206 | 10402 | 17608 | 7206 | 10402 |
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 | 300766 | -199679 | -220269 | -165116 | -213455 | -742385 |
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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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