Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394699.1545 | 123653.9539 | 271045.2006 | 601484.5704 | -409089.0207 | 1010573.5911 |
Total P&L (%) | 394.6992 | 123.654 | 271.0452 | 601.4846 | -409.089 | 1010.5736 |
Avg Daily Profit (%) | 0.238 | 0.0746 | 0.1634 | 0.1175 | 0 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109909 | -134761 | -54543 | -672460 | -807507 | -169011 |
Profit Factor | 1.795 | 1.3993 | 2.451 | 1.2301 | 0.7838 | 2.3993 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 54.0323 | 50 | 58.0645 | 54.0323 | 50 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.5271 | 1.3993 | 1.7701 | 1.0465 | 0.7838 | 1.7328 |
Largest Winning Trade | 99815 | 99815 | 47627 | 264833 | 255177 | 264833 |
Largest Losing Trade | -56568 | -56568 | -47135 | -672460 | -672460 | -138745 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 42 | 31 | 51 | 42 | 31 | 51 |
Avg Bars in Losers | 62 | 72 | 48 | 62 | 72 | 48 |
Bars Traded | 6373 | 3230 | 3143 | 6373 | 3230 | 3143 |
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 | 439271 | -246885 | -141155 | -35180 | -734958 | -147268 |
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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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