Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644494.5555 | 622576.8193 | 21917.7362 | 55749.0685 | -328010.8566 | 383759.9251 |
Total P&L (%) | 644.4946 | 622.5768 | 21.9177 | 55.7491 | -328.0109 | 383.7599 |
Avg Daily Profit (%) | 0.3338 | 0.3225 | 0.0114 | 0.023 | 0 | 0.0817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117285 | -107917 | -109158 | -549837 | -735077 | -210093 |
Profit Factor | 1.6809 | 2.3881 | 1.044 | 1.02 | 0.7832 | 1.3 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 136 | 76 | 60 | 136 | 76 | 60 |
Profitability (%) | 37.3272 | 30.2752 | 44.4444 | 37.3272 | 30.2752 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.8222 | 5.4999 | 1.305 | 1.7125 | 1.8037 | 1.625 |
Largest Winning Trade | 514617 | 514617 | 50197 | 311832 | 311832 | 235812 |
Largest Losing Trade | -43686 | -24681 | -43686 | -179822 | -109754 | -179822 |
Avg Bars in Trades | 35 | 29 | 40 | 35 | 29 | 40 |
Avg Bars in Winners | 59 | 49 | 65 | 59 | 49 | 65 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 7613 | 3228 | 4386 | 7613 | 3228 | 4386 |
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 | 308648 | 215165 | -357830 | -364395 | -585657 | -85115 |
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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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