Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640532.434 | 548437.077 | 92095.3569 | 345692.3176 | 357073.2252 | -11380.9076 |
Total P&L (%) | 640.5324 | 548.4371 | 92.0954 | 345.6923 | 357.0732 | -11.3809 |
Avg Daily Profit (%) | 0.3469 | 0.297 | 0.0499 | 0.081 | 0.0823 | -0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120529 | -85002 | -103372 | -576027 | -334677 | -363064 |
Profit Factor | 2.0923 | 2.9098 | 1.3078 | 1.1226 | 1.2654 | 0.9923 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 42.8571 | 40 | 45.7627 | 42.8571 | 40 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.7898 | 4.3648 | 1.55 | 1.4968 | 1.8981 | 1.176 |
Largest Winning Trade | 512761 | 512761 | 56531 | 569759 | 569759 | 317762 |
Largest Losing Trade | -28290 | -26027 | -28290 | -241048 | -122883 | -241048 |
Avg Bars in Trades | 60 | 44 | 75 | 60 | 44 | 75 |
Avg Bars in Winners | 98 | 71 | 121 | 98 | 71 | 121 |
Avg Bars in Losers | 31 | 27 | 36 | 31 | 27 | 36 |
Bars Traded | 7157 | 2696 | 4461 | 7157 | 2696 | 4461 |
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 | 389150 | -158924 | -303390 | -172992 | -255391 | -757439 |
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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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