Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555675.2385 | 311429.5655 | 244245.673 | 1138676.5041 | -1106474.246 | 2245150.7502 |
Total P&L (%) | 555.6752 | 311.4296 | 244.2457 | 1138.6765 | -1106.4742 | 2245.1508 |
Avg Daily Profit (%) | 0.3359 | 0.1882 | 0.1476 | 0.1522 | 0 | 0.1909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123878 | -93666 | -94105 | -3514214 | -2637565 | -1860803 |
Profit Factor | 1.6984 | 1.8153 | 1.5904 | 1.0757 | 0.8496 | 1.2919 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 2.1836 | 2.6532 | 1.8025 | 1.383 | 1.2417 | 1.4642 |
Largest Winning Trade | 151522 | 151522 | 58996 | 985008 | 896364 | 985008 |
Largest Losing Trade | -31501 | -28970 | -31501 | -898668 | -829605 | -898668 |
Avg Bars in Trades | 73 | 62 | 85 | 73 | 62 | 85 |
Avg Bars in Winners | 102 | 72 | 127 | 102 | 72 | 127 |
Avg Bars in Losers | 52 | 54 | 48 | 52 | 54 | 48 |
Bars Traded | 9464 | 3968 | 5496 | 9464 | 3968 | 5496 |
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 | 371731 | -132139 | -133398 | -131748 | -722215 | -132401 |
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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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