Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751903.637 | 579573.3088 | 172330.3281 | 764295.6579 | -79436.6929 | 843732.3508 |
Total P&L (%) | 751.9036 | 579.5733 | 172.3303 | 764.2957 | -79.4367 | 843.7324 |
Avg Daily Profit (%) | 0.506 | 0.39 | 0.116 | 0.1452 | -0.1064 | 0.1512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135606 | -122733 | -51376 | -1930637 | -1696727 | -815583 |
Profit Factor | 2.1038 | 2.329 | 1.7032 | 1.1253 | 0.9793 | 1.3716 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 33.3333 | 25 | 41.5385 | 33.3333 | 25 | 41.5385 |
Ratio Avg Win / Avg Loss | 4.2076 | 6.9869 | 2.3971 | 2.2506 | 2.9378 | 1.9304 |
Largest Winning Trade | 371770 | 371770 | 63535 | 1095914 | 1095914 | 378705 |
Largest Losing Trade | -30793 | -30793 | -27469 | -537466 | -472768 | -537466 |
Avg Bars in Trades | 135 | 137 | 132 | 135 | 137 | 132 |
Avg Bars in Winners | 242 | 275 | 222 | 242 | 275 | 222 |
Avg Bars in Losers | 81 | 92 | 68 | 81 | 92 | 68 |
Bars Traded | 17427 | 8830 | 8597 | 17427 | 8830 | 8597 |
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 | 306499 | -155176 | -170210 | -86471 | -747273 | -125995 |
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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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