Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686487.147 | 532733.162 | 153753.985 | 475968.0771 | 971522.1297 | -495554.0526 |
Total P&L (%) | 686.4871 | 532.7332 | 153.754 | 475.9681 | 971.5221 | -495.5541 |
Avg Daily Profit (%) | 0.4632 | 0.3595 | 0.1037 | 0.1182 | 0.1602 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128458 | -94673 | -70701 | -2637484 | -1471993 | -1224917 |
Profit Factor | 1.9544 | 2.3253 | 1.4845 | 1.0795 | 1.3036 | 0.8223 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 37.8378 | 29.0909 | 46.4286 | 37.8378 | 29.0909 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.2108 | 5.668 | 1.7129 | 1.7734 | 3.1776 | 0.9488 |
Largest Winning Trade | 341139 | 341139 | 70263 | 1892963 | 1892963 | 430750 |
Largest Losing Trade | -28401 | -24336 | -28401 | -912668 | -436843 | -912668 |
Avg Bars in Trades | 158 | 130 | 185 | 158 | 130 | 185 |
Avg Bars in Winners | 265 | 228 | 288 | 265 | 228 | 288 |
Avg Bars in Losers | 92 | 90 | 95 | 92 | 90 | 95 |
Bars Traded | 17555 | 7194 | 10361 | 17555 | 7194 | 10361 |
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 | 344329 | -178289 | -233605 | -171608 | -183203 | -762222 |
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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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