Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714659.2219 | 652331.28 | 62327.9419 | 112945.8178 | 1247136.4172 | -1134190.5994 |
Total P&L (%) | 714.6592 | 652.3313 | 62.3279 | 112.9458 | 1247.1364 | -1134.1906 |
Avg Daily Profit (%) | 0.2966 | 0.2708 | 0.0259 | 0.0314 | 0.108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203958 | -147289 | -143772 | -1910754 | -863162 | -1684184 |
Profit Factor | 1.7291 | 2.1925 | 1.1439 | 1.0234 | 1.5592 | 0.5643 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 41.5254 | 42.3729 | 40.678 | 41.5254 | 42.3729 | 40.678 |
Ratio Avg Win / Avg Loss | 2.4349 | 2.9818 | 1.6682 | 1.4411 | 2.1205 | 0.8229 |
Largest Winning Trade | 356680 | 356680 | 50346 | 727305 | 727305 | 352468 |
Largest Losing Trade | -54512 | -54512 | -51211 | -1036394 | -415586 | -1036394 |
Avg Bars in Trades | 79 | 89 | 70 | 79 | 89 | 70 |
Avg Bars in Winners | 113 | 118 | 109 | 113 | 118 | 109 |
Avg Bars in Losers | 55 | 68 | 43 | 55 | 68 | 43 |
Bars Traded | 9421 | 5282 | 4139 | 9421 | 5282 | 4139 |
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 | 329713 | -166832 | -400538 | -348772 | -225258 | -761361 |
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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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