Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489911.0682 | 361619.9247 | 128291.1435 | 1063871.4127 | 1570954.5123 | -507083.0996 |
Total P&L (%) | 489.9111 | 361.6199 | 128.2911 | 1063.8714 | 1570.9545 | -507.0831 |
Avg Daily Profit (%) | 0.2054 | 0.1516 | 0.0538 | 0.103 | 0.1182 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100340 | -111041 | -119629 | -930360 | -458146 | -1049143 |
Profit Factor | 1.6817 | 2.0435 | 1.3448 | 1.2508 | 1.8674 | 0.7914 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 43.8462 | 40 | 47.6923 | 43.8462 | 40 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.1538 | 3.0652 | 1.4749 | 1.6019 | 2.8011 | 0.868 |
Largest Winning Trade | 86822 | 86822 | 53963 | 445012 | 445012 | 212604 |
Largest Losing Trade | -37933 | -20882 | -37933 | -289424 | -173152 | -289424 |
Avg Bars in Trades | 71 | 68 | 73 | 71 | 68 | 73 |
Avg Bars in Winners | 115 | 118 | 112 | 115 | 118 | 112 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 9231 | 4456 | 4775 | 9231 | 4456 | 4775 |
Profit Streak | 0 | 41.9883 | 0 | 0 | 41.9883 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316978 | -124204 | -253298 | -56249 | -166604 | -713355 |
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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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