Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735459.1065 | 619148.7524 | 116310.3541 | 384545.6516 | 679399.3896 | -294853.738 |
Total P&L (%) | 735.4591 | 619.1488 | 116.3104 | 384.5457 | 679.3994 | -294.8537 |
Avg Daily Profit (%) | 0.4614 | 0.3884 | 0.073 | 0.099 | 0.1289 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122091 | -123112 | -74414 | -1429329 | -1060711 | -746825 |
Profit Factor | 2.0418 | 2.3931 | 1.4447 | 1.0926 | 1.2765 | 0.8263 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 56 | 20 | 36 | 56 | 20 | 36 |
Losing Trades | 73 | 45 | 28 | 73 | 45 | 28 |
Profitability (%) | 43.4109 | 30.7692 | 56.25 | 43.4109 | 30.7692 | 56.25 |
Ratio Avg Win / Avg Loss | 2.6616 | 5.3846 | 1.1237 | 1.4242 | 2.8722 | 0.6427 |
Largest Winning Trade | 418454 | 418454 | 63343 | 1318743 | 1318743 | 238774 |
Largest Losing Trade | -46277 | -34525 | -46277 | -506384 | -387494 | -506384 |
Avg Bars in Trades | 146 | 131 | 161 | 146 | 131 | 161 |
Avg Bars in Winners | 218 | 245 | 203 | 218 | 245 | 203 |
Avg Bars in Losers | 90 | 80 | 106 | 90 | 80 | 106 |
Bars Traded | 18847 | 8540 | 10307 | 18847 | 8540 | 10307 |
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 | 429559 | -125229 | -232917 | -181664 | -158906 | -719148 |
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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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