Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402214.8293 | 247707.2547 | 154507.5745 | 277840.5123 | 355254.0241 | -77413.5118 |
Total P&L (%) | 402.2148 | 247.7073 | 154.5076 | 277.8405 | 355.254 | -77.4135 |
Avg Daily Profit (%) | 0.1691 | 0.1041 | 0.065 | 0.0559 | 0.0637 | -0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134165 | -93879 | -101967 | -3317226 | -1728429 | -3076284 |
Profit Factor | 1.7184 | 2.0689 | 1.4708 | 1.0385 | 1.1326 | 0.983 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 60.9195 | 60.4651 | 61.3636 | 60.9195 | 60.4651 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.1023 | 1.3527 | 0.9261 | 0.6662 | 0.7406 | 0.6189 |
Largest Winning Trade | 125184 | 125184 | 50274 | 880922 | 757774 | 880922 |
Largest Losing Trade | -79115 | -28622 | -79115 | -2923365 | -566433 | -2923365 |
Avg Bars in Trades | 52 | 24 | 79 | 52 | 24 | 79 |
Avg Bars in Winners | 62 | 23 | 99 | 62 | 23 | 99 |
Avg Bars in Losers | 36 | 26 | 47 | 36 | 26 | 47 |
Bars Traded | 4539 | 1062 | 3476 | 4539 | 1062 | 3476 |
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 | 411416 | -49440 | -105200 | -296201 | -182437 | -579246 |
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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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