Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794455.3131 | 713443.7137 | 81011.5993 | 298481.14 | -252872.1198 | 551353.2598 |
Total P&L (%) | 794.4553 | 713.4437 | 81.0116 | 298.4811 | -252.8721 | 551.3533 |
Avg Daily Profit (%) | 0.4299 | 0.3861 | 0.0438 | 0.0748 | 0 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126266 | -98383 | -100347 | -1355512 | -1120145 | -494230 |
Profit Factor | 2.0567 | 2.7589 | 1.234 | 1.0581 | 0.9163 | 1.2612 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 35.3383 | 28.3582 | 42.4242 | 35.3383 | 28.3582 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.7634 | 6.9699 | 1.6747 | 1.9362 | 2.315 | 1.7116 |
Largest Winning Trade | 664184 | 664184 | 67724 | 906449 | 906449 | 413866 |
Largest Losing Trade | -26041 | -26041 | -25819 | -270495 | -270495 | -182342 |
Avg Bars in Trades | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Winners | 85 | 81 | 87 | 85 | 81 | 87 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5411 | 2258 | 3153 | 5411 | 2258 | 3153 |
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 | 308269 | -117079 | -260969 | -253833 | -709972 | -183566 |
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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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