Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713798.4746 | 603078.5998 | 110719.8748 | 300737.5834 | 731075.0051 | -430337.4218 |
Total P&L (%) | 713.7985 | 603.0786 | 110.7199 | 300.7376 | 731.075 | -430.3374 |
Avg Daily Profit (%) | 0.4462 | 0.377 | 0.0692 | 0.0868 | 0.1324 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122538 | -107666 | -92628 | -981315 | -624353 | -716109 |
Profit Factor | 2.0215 | 2.5409 | 1.3602 | 1.0916 | 1.4349 | 0.7315 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 34.7107 | 31.1475 | 38.3333 | 34.7107 | 31.1475 | 38.3333 |
Ratio Avg Win / Avg Loss | 3.8023 | 5.6168 | 2.1881 | 2.0532 | 3.1718 | 1.1768 |
Largest Winning Trade | 419203 | 419203 | 55515 | 922754 | 922754 | 151818 |
Largest Losing Trade | -58863 | -25075 | -58863 | -397699 | -196387 | -397699 |
Avg Bars in Trades | 77 | 71 | 84 | 77 | 71 | 84 |
Avg Bars in Winners | 132 | 131 | 132 | 132 | 131 | 132 |
Avg Bars in Losers | 49 | 43 | 54 | 49 | 43 | 54 |
Bars Traded | 9423 | 4346 | 5077 | 9423 | 4346 | 5077 |
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 | 300912 | -154895 | -272962 | -201371 | -183061 | -753106 |
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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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