Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930680.0136 | 828015.5522 | 102664.4615 | 445070.7555 | -165894.9542 | 610965.7097 |
Total P&L (%) | 930.68 | 828.0156 | 102.6645 | 445.0708 | -165.895 | 610.9657 |
Avg Daily Profit (%) | 0.4784 | 0.4256 | 0.0528 | 0.0872 | 0 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137579 | -79443 | -115368 | -947950 | -755429 | -407121 |
Profit Factor | 2.3323 | 3.3516 | 1.2963 | 1.1501 | 0.9034 | 1.4898 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 46.7213 | 42.623 | 50.8197 | 46.7213 | 42.623 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.6596 | 4.5117 | 1.2545 | 1.3115 | 1.2162 | 1.4417 |
Largest Winning Trade | 737527 | 737527 | 44201 | 401664 | 269038 | 401664 |
Largest Losing Trade | -74444 | -39466 | -74444 | -275844 | -275844 | -212300 |
Avg Bars in Trades | 92 | 84 | 100 | 92 | 84 | 100 |
Avg Bars in Winners | 120 | 115 | 124 | 120 | 115 | 124 |
Avg Bars in Losers | 67 | 60 | 75 | 67 | 60 | 75 |
Bars Traded | 11247 | 5128 | 6119 | 11247 | 5128 | 6119 |
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 | 500656 | -148452 | -283958 | -132926 | -743938 | -218225 |
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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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