Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035944.9055 | 928925.2269 | 107019.6786 | 452132.122 | -276328.6011 | 728460.7231 |
Total P&L (%) | 1035.9449 | 928.9252 | 107.0197 | 452.1321 | -276.3286 | 728.4607 |
Avg Daily Profit (%) | 0.534 | 0.4788 | 0.0552 | 0.0881 | 0 | 0.109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131998 | -141771 | -63812 | -1503227 | -1477059 | -998232 |
Profit Factor | 2.1845 | 2.9851 | 1.2632 | 1.0754 | 0.9162 | 1.2704 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
Profitability (%) | 50.7246 | 40.5797 | 60.8696 | 50.7246 | 40.5797 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.1221 | 4.371 | 0.8121 | 1.0447 | 1.3416 | 0.8167 |
Largest Winning Trade | 740592 | 740592 | 38069 | 1022293 | 1022293 | 448915 |
Largest Losing Trade | -63812 | -31228 | -63812 | -998232 | -408451 | -998232 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 31 | 36 | 28 | 31 | 36 | 28 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 3750 | 2022 | 1728 | 3750 | 2022 | 1728 |
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 | 568288 | -89221 | -221054 | -212120 | -684455 | -148748 |
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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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