Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673793.8409 | 474356.9382 | 199436.9027 | 834938.5751 | -263782.1058 | 1098720.6809 |
Total P&L (%) | 673.7938 | 474.3569 | 199.4369 | 834.9386 | -263.7821 | 1098.7207 |
Avg Daily Profit (%) | 0.3734 | 0.2629 | 0.1105 | 0.124 | 0 | 0.1377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96049 | -91925 | -57517 | -2061826 | -1870285 | -1094199 |
Profit Factor | 2.354 | 2.8573 | 1.8234 | 1.1052 | 0.9338 | 1.278 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 37.415 | 31.0811 | 43.8356 | 37.415 | 31.0811 | 43.8356 |
Ratio Avg Win / Avg Loss | 3.9376 | 6.3357 | 2.3362 | 1.8486 | 2.0707 | 1.6374 |
Largest Winning Trade | 502401 | 502401 | 68523 | 993108 | 993108 | 702756 |
Largest Losing Trade | -23065 | -21308 | -23065 | -499746 | -356674 | -499746 |
Avg Bars in Trades | 143 | 97 | 190 | 143 | 97 | 190 |
Avg Bars in Winners | 288 | 203 | 349 | 288 | 203 | 349 |
Avg Bars in Losers | 57 | 50 | 65 | 57 | 50 | 65 |
Bars Traded | 21137 | 7247 | 13890 | 21137 | 7247 | 13890 |
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 | 341925 | -58202 | -116339 | -135361 | -649815 | -82028 |
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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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