Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342143.9578 | 110757.0835 | 231386.8744 | 122760.8651 | 561944.6186 | -439183.7535 |
Total P&L (%) | 342.144 | 110.7571 | 231.3869 | 122.7609 | 561.9446 | -439.1838 |
Avg Daily Profit (%) | 0.23 | 0.0745 | 0.1556 | 0.0539 | 0.1271 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151679 | -88203 | -125701 | -1389913 | -251426 | -1541224 |
Profit Factor | 1.4975 | 1.3576 | 1.612 | 1.0385 | 1.6489 | 0.8108 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 61.2903 | 56.4516 | 66.129 | 61.2903 | 56.4516 | 66.129 |
Ratio Avg Win / Avg Loss | 0.9458 | 1.0473 | 0.8257 | 0.6559 | 1.272 | 0.4153 |
Largest Winning Trade | 50707 | 47135 | 50707 | 357539 | 303255 | 357539 |
Largest Losing Trade | -76412 | -28756 | -76412 | -1141766 | -87586 | -1141766 |
Avg Bars in Trades | 68 | 47 | 88 | 68 | 47 | 88 |
Avg Bars in Winners | 60 | 33 | 83 | 60 | 33 | 83 |
Avg Bars in Losers | 80 | 65 | 99 | 80 | 65 | 99 |
Bars Traded | 8461 | 2946 | 5515 | 8461 | 2946 | 5515 |
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 | 334580 | -246435 | -144574 | -299025 | -174202 | -732867 |
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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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