Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717382.1853 | 608022.6833 | 109359.5021 | 1832739.1167 | 2962000.1809 | -1129261.0642 |
Total P&L (%) | 717.3822 | 608.0227 | 109.3595 | 1832.7391 | 2962.0002 | -1129.2611 |
Avg Daily Profit (%) | 0.287 | 0.2433 | 0.0438 | 0.1186 | 0.137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161530 | -103316 | -116571 | -11291129 | -7301839 | -4539672 |
Profit Factor | 1.8786 | 2.4139 | 1.283 | 1.0887 | 1.2648 | 0.8808 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3483 | 3.0174 | 1.6037 | 1.3609 | 1.581 | 1.101 |
Largest Winning Trade | 138294 | 138294 | 67439 | 5087157 | 5087157 | 1301490 |
Largest Losing Trade | -47303 | -36811 | -47303 | -2943593 | -2943593 | -2043621 |
Avg Bars in Trades | 116 | 90 | 142 | 116 | 90 | 142 |
Avg Bars in Winners | 186 | 131 | 241 | 186 | 131 | 241 |
Avg Bars in Losers | 59 | 57 | 62 | 59 | 57 | 62 |
Bars Traded | 14629 | 5672 | 8957 | 14629 | 5672 | 8957 |
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 | 378769 | -136111 | -282489 | -159051 | -157854 | -728229 |
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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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