Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712309.9965 | 522610.1751 | 189699.8214 | 1036749.4582 | -63178.8742 | 1099928.3324 |
Total P&L (%) | 712.31 | 522.6102 | 189.6998 | 1036.7495 | -63.1789 | 1099.9283 |
Avg Daily Profit (%) | 0.4824 | 0.354 | 0.1285 | 0.1648 | -0.0676 | 0.1684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122033 | -93931 | -65469 | -3012098 | -2834513 | -1748739 |
Profit Factor | 2.1953 | 2.4202 | 1.8323 | 1.0905 | 0.9906 | 1.2317 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 33.6134 | 21.6667 | 45.7627 | 33.6134 | 21.6667 | 45.7627 |
Ratio Avg Win / Avg Loss | 4.3358 | 8.7499 | 2.1716 | 2.1537 | 3.5813 | 1.4597 |
Largest Winning Trade | 388259 | 388259 | 64289 | 2178808 | 2178808 | 1320060 |
Largest Losing Trade | -27653 | -27653 | -17822 | -415296 | -403710 | -415296 |
Avg Bars in Trades | 71 | 53 | 90 | 71 | 53 | 90 |
Avg Bars in Winners | 161 | 142 | 170 | 161 | 142 | 170 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 8539 | 3187 | 5352 | 8539 | 3187 | 5352 |
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 | 308597 | -199999 | -196352 | -118207 | -791964 | -170894 |
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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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