Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339678.0397 | 273723.1131 | 65954.9266 | 92047.9103 | 1134965.4592 | -1042917.5489 |
Total P&L (%) | 339.678 | 273.7231 | 65.9549 | 92.0479 | 1134.9655 | -1042.9175 |
Avg Daily Profit (%) | 0.2114 | 0.1704 | 0.0411 | 0.0406 | 0.1566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186560 | -147436 | -106226 | -1978041 | -1253959 | -1457068 |
Profit Factor | 1.412 | 1.6363 | 1.1672 | 1.0161 | 1.4236 | 0.6551 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 52.4823 | 50.7042 | 54.2857 | 52.4823 | 50.7042 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2784 | 1.5909 | 0.9829 | 0.92 | 1.384 | 0.5517 |
Largest Winning Trade | 62868 | 54512 | 62868 | 518089 | 518089 | 257730 |
Largest Losing Trade | -69000 | -44052 | -69000 | -762245 | -693965 | -762245 |
Avg Bars in Trades | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Winners | 22 | 11 | 33 | 22 | 11 | 33 |
Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
Bars Traded | 3022 | 1129 | 1893 | 3022 | 1129 | 1893 |
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 | 340552 | -76122 | -269916 | -342102 | -78083 | -674125 |
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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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