Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438687.2743 | 385748.7857 | 52938.4886 | 293244.5011 | 441565.8656 | -148321.3645 |
Total P&L (%) | 438.6873 | 385.7488 | 52.9385 | 293.2445 | 441.5659 | -148.3214 |
Avg Daily Profit (%) | 0.1864 | 0.1639 | 0.0225 | 0.0582 | 0.0718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136524 | -63597 | -75872 | -1598598 | -593816 | -1026345 |
Profit Factor | 1.7178 | 2.3032 | 1.168 | 1.0713 | 1.2429 | 0.9353 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 48.4127 | 50.7937 | 46.0317 | 48.4127 | 50.7937 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.8305 | 2.2312 | 1.3694 | 1.1416 | 1.2041 | 1.0966 |
Largest Winning Trade | 190999 | 190999 | 70600 | 746089 | 382787 | 746089 |
Largest Losing Trade | -48256 | -48256 | -35076 | -523142 | -240156 | -523142 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 51 | 43 | 59 | 51 | 43 | 59 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 4549 | 2139 | 2410 | 4549 | 2139 | 2410 |
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 | 377183 | -134879 | -347917 | -257566 | -243910 | -727334 |
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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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