Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797025.1815 | 620722.3867 | 176302.7948 | 427861.9844 | -207791.6142 | 635653.5986 |
Total P&L (%) | 797.0252 | 620.7224 | 176.3028 | 427.862 | -207.7916 | 635.6536 |
Avg Daily Profit (%) | 0.5413 | 0.4215 | 0.1197 | 0.113 | 0 | 0.1356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128978 | -122907 | -111067 | -1649591 | -1709629 | -1623227 |
Profit Factor | 1.9934 | 2.2562 | 1.5721 | 1.0497 | 0.9585 | 1.1765 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 47 | 16 | 31 | 47 | 16 | 31 |
Losing Trades | 82 | 49 | 33 | 82 | 49 | 33 |
Profitability (%) | 36.4341 | 24.6154 | 48.4375 | 36.4341 | 24.6154 | 48.4375 |
Ratio Avg Win / Avg Loss | 3.4779 | 6.9095 | 1.6736 | 1.8314 | 2.9354 | 1.2524 |
Largest Winning Trade | 558741 | 558741 | 45846 | 1083107 | 1083107 | 644128 |
Largest Losing Trade | -46319 | -34902 | -46319 | -862389 | -697912 | -862389 |
Avg Bars in Trades | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Winners | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 5691 | 2610 | 3081 | 5691 | 2610 | 3081 |
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 | 353107 | -149242 | -170096 | -211753 | -741468 | -177723 |
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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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