Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805138.5738 | 601441.3852 | 203697.1886 | 2995870.9866 | 3035266.4413 | -39395.4547 |
Total P&L (%) | 805.1386 | 601.4414 | 203.6972 | 2995.871 | 3035.2664 | -39.3955 |
Avg Daily Profit (%) | 0.3375 | 0.2521 | 0.0854 | 0.144 | 0.1445 | -0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93904 | -58816 | -114337 | -6119256 | -2553506 | -6771810 |
Profit Factor | 2.0779 | 3.2218 | 1.4277 | 1.1249 | 1.3632 | 0.9975 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 65.6 | 69.8413 | 61.2903 | 65.6 | 69.8413 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0896 | 1.3912 | 0.9017 | 0.5899 | 0.5887 | 0.63 |
Largest Winning Trade | 135923 | 135923 | 71385 | 2571142 | 1053955 | 2571142 |
Largest Losing Trade | -80124 | -41743 | -80124 | -2821347 | -1066188 | -2821347 |
Avg Bars in Trades | 71 | 41 | 103 | 71 | 41 | 103 |
Avg Bars in Winners | 69 | 25 | 120 | 69 | 25 | 120 |
Avg Bars in Losers | 76 | 76 | 75 | 76 | 76 | 75 |
Bars Traded | 8997 | 2592 | 6405 | 8997 | 2592 | 6405 |
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 | 518614 | -130578 | -232484 | -82847 | -145006 | -733494 |
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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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