Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498764.7084 | 415525.9753 | 83238.733 | 206336.5164 | 451244.7765 | -244908.2601 |
Total P&L (%) | 498.7647 | 415.526 | 83.2387 | 206.3365 | 451.2448 | -244.9083 |
Avg Daily Profit (%) | 0.1995 | 0.1662 | 0.0333 | 0.0448 | 0.0683 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210764 | -147352 | -174061 | -677554 | -454501 | -590105 |
Profit Factor | 1.5854 | 1.9276 | 1.206 | 1.1033 | 1.4736 | 0.7655 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 43.9024 | 40.3226 | 47.541 | 43.9024 | 40.3226 | 47.541 |
Ratio Avg Win / Avg Loss | 2.0258 | 2.8529 | 1.3308 | 1.4098 | 2.1809 | 0.8447 |
Largest Winning Trade | 225370 | 225370 | 53800 | 327883 | 327883 | 180449 |
Largest Losing Trade | -44232 | -44232 | -44010 | -322606 | -322606 | -219803 |
Avg Bars in Trades | 119 | 125 | 113 | 119 | 125 | 113 |
Avg Bars in Winners | 165 | 179 | 153 | 165 | 179 | 153 |
Avg Bars in Losers | 84 | 89 | 77 | 84 | 89 | 77 |
Bars Traded | 14751 | 7808 | 6943 | 14751 | 7808 | 6943 |
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 | 306407 | -147228 | -311535 | -242016 | -257694 | -743414 |
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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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