Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514037.7328 | 450754.2405 | 63283.4923 | 418704.9859 | 537521.3109 | -118816.3249 |
Total P&L (%) | 514.0377 | 450.7542 | 63.2835 | 418.705 | 537.5213 | -118.8163 |
Avg Daily Profit (%) | 0.2904 | 0.2546 | 0.0357 | 0.093 | 0.1047 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124591 | -115231 | -62690 | -1242769 | -1020620 | -552443 |
Profit Factor | 1.9785 | 2.769 | 1.2339 | 1.0956 | 1.2512 | 0.947 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 41.3223 | 40 | 42.623 | 41.3223 | 40 | 42.623 |
Ratio Avg Win / Avg Loss | 2.8095 | 4.1535 | 1.6611 | 1.5557 | 1.8769 | 1.2748 |
Largest Winning Trade | 206925 | 206925 | 71077 | 747503 | 747503 | 574040 |
Largest Losing Trade | -32950 | -26518 | -32950 | -381573 | -325144 | -381573 |
Avg Bars in Trades | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Winners | 153 | 143 | 162 | 153 | 143 | 162 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 10372 | 4967 | 5405 | 10372 | 4967 | 5405 |
Profit Streak | 4.2749 | 0 | 37.6082 | 4.2749 | 0 | 37.6082 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343851 | -159974 | -308121 | -186079 | -225250 | -742432 |
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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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