Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865906.7155 | 733232.5299 | 132674.1855 | 1231113.473 | -106874.8243 | 1337988.2973 |
Total P&L (%) | 865.9067 | 733.2325 | 132.6742 | 1231.1135 | -106.8748 | 1337.9883 |
Avg Daily Profit (%) | 0.3593 | 0.3042 | 0.0551 | 0.1075 | 0 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128137 | -95158 | -121210 | -1853298 | -1731118 | -783141 |
Profit Factor | 2.0132 | 2.6004 | 1.3346 | 1.1236 | 0.9812 | 1.3125 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 42.7536 | 40.5797 | 44.9275 | 42.7536 | 40.5797 | 44.9275 |
Ratio Avg Win / Avg Loss | 2.6956 | 3.8077 | 1.636 | 1.5044 | 1.4367 | 1.6088 |
Largest Winning Trade | 299409 | 299409 | 61157 | 1163086 | 1163086 | 914706 |
Largest Losing Trade | -42320 | -33778 | -42320 | -682846 | -485098 | -682846 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 53 | 50 | 56 | 53 | 50 | 56 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 4761 | 2205 | 2556 | 4761 | 2205 | 2556 |
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 | 387805 | -91733 | -221927 | -135045 | -684732 | -147479 |
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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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