Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594148.7104 | 271473.2027 | 322675.5077 | 1951898.6217 | -700441.502 | 2652340.1237 |
Total P&L (%) | 594.1487 | 271.4732 | 322.6755 | 1951.8986 | -700.4415 | 2652.3401 |
Avg Daily Profit (%) | 0.3581 | 0.1636 | 0.1945 | 0.1823 | 0 | 0.2 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77585 | -90974 | -44775 | -3041531 | -3262539 | -818817 |
Profit Factor | 1.7361 | 1.5477 | 2.0356 | 1.1785 | 0.9054 | 1.7501 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 55.3957 | 51.4286 | 59.4203 | 55.3957 | 51.4286 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.3979 | 1.4618 | 1.3902 | 0.9489 | 0.8551 | 1.1952 |
Largest Winning Trade | 97648 | 97648 | 44451 | 1162339 | 1162339 | 837188 |
Largest Losing Trade | -43558 | -39013 | -43558 | -1133099 | -1133099 | -714030 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 4778 | 2405 | 2373 | 4778 | 2405 | 2373 |
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 | 454917 | -85087 | -90127 | -16915 | -674773 | -90214 |
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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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