Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701964.309 | 512245.0392 | 189719.2698 | 868709.8853 | 1537991.4072 | -669281.5219 |
Total P&L (%) | 701.9643 | 512.245 | 189.7193 | 868.7099 | 1537.9914 | -669.2815 |
Avg Daily Profit (%) | 0.4715 | 0.3441 | 0.1274 | 0.1527 | 0.188 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128967 | -95643 | -62438 | -3944986 | -2236001 | -1935883 |
Profit Factor | 1.9906 | 2.3111 | 1.5967 | 1.083 | 1.2982 | 0.8739 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 37.5 | 26.6667 | 48.3333 | 37.5 | 26.6667 | 48.3333 |
Ratio Avg Win / Avg Loss | 3.3176 | 6.3554 | 1.7068 | 1.805 | 3.5699 | 0.9342 |
Largest Winning Trade | 328901 | 328901 | 66121 | 2778413 | 2778413 | 637430 |
Largest Losing Trade | -35974 | -24142 | -35974 | -1411931 | -566776 | -1411931 |
Avg Bars in Trades | 146 | 112 | 179 | 146 | 112 | 179 |
Avg Bars in Winners | 256 | 220 | 276 | 256 | 220 | 276 |
Avg Bars in Losers | 79 | 73 | 87 | 79 | 73 | 87 |
Bars Traded | 17520 | 6777 | 10743 | 17520 | 6777 | 10743 |
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 | 345526 | -178257 | -189703 | -125018 | -182808 | -750606 |
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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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