Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751120.8221 | 633829.5404 | 117291.2817 | 470969.6305 | 1225919.1469 | -754949.5164 |
Total P&L (%) | 751.1208 | 633.8295 | 117.2913 | 470.9696 | 1225.9191 | -754.9495 |
Avg Daily Profit (%) | 0.3098 | 0.2614 | 0.0484 | 0.0719 | 0.1067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138748 | -71059 | -138315 | -1354822 | -392484 | -1480597 |
Profit Factor | 1.9744 | 2.5889 | 1.3154 | 1.1164 | 1.7695 | 0.6922 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 40.2778 | 38.8889 | 41.6667 | 40.2778 | 38.8889 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.9276 | 4.0683 | 1.8415 | 1.6554 | 2.7806 | 0.9691 |
Largest Winning Trade | 320501 | 320501 | 62152 | 720770 | 720770 | 298772 |
Largest Losing Trade | -76054 | -45124 | -76054 | -963746 | -136925 | -963746 |
Avg Bars in Trades | 65 | 57 | 72 | 65 | 57 | 72 |
Avg Bars in Winners | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Losers | 35 | 30 | 41 | 35 | 30 | 41 |
Bars Traded | 9374 | 4173 | 5201 | 9374 | 4173 | 5201 |
Profit Streak | 0 | 0 | 26.9943 | 0 | 0 | 26.9943 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335775 | -70279 | -209177 | -191746 | -130609 | -662935 |
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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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