Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632135.5356 | 533936.3423 | 98199.1933 | 211940.5571 | 2044139.1446 | -1832198.5875 |
Total P&L (%) | 632.1355 | 533.9363 | 98.1992 | 211.9406 | 2044.1391 | -1832.1986 |
Avg Daily Profit (%) | 0.3965 | 0.3349 | 0.0616 | 0.0714 | 0.1925 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196525 | -158730 | -165205 | -3643399 | -2119511 | -3302687 |
Profit Factor | 1.8005 | 2.3004 | 1.259 | 1.0234 | 1.5095 | 0.6357 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 47.2 | 37.0968 | 57.1429 | 47.2 | 37.0968 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.0141 | 3.9006 | 0.9443 | 1.1449 | 2.5595 | 0.4768 |
Largest Winning Trade | 316576 | 316576 | 56422 | 2601418 | 2601418 | 639214 |
Largest Losing Trade | -53214 | -48382 | -53214 | -1789276 | -864258 | -1789276 |
Avg Bars in Trades | 74 | 67 | 80 | 74 | 67 | 80 |
Avg Bars in Winners | 91 | 95 | 89 | 91 | 95 | 89 |
Avg Bars in Losers | 58 | 51 | 68 | 58 | 51 | 68 |
Bars Traded | 9291 | 4206 | 5085 | 9291 | 4206 | 5085 |
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 | 445511 | -145905 | -258261 | -293122 | -149027 | -726532 |
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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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