Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694934.5711 | 407872.1381 | 287062.4329 | 3310632.476 | -26428.8844 | 3337061.3604 |
Total P&L (%) | 694.9346 | 407.8721 | 287.0624 | 3310.6325 | -26.4289 | 3337.0614 |
Avg Daily Profit (%) | 0.385 | 0.226 | 0.159 | 0.1957 | -0.017 | 0.1962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60661 | -77114 | -38196 | -2195724 | -2655058 | -809632 |
Profit Factor | 2.2765 | 2.229 | 2.3506 | 1.2916 | 0.9962 | 1.7674 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 44 | 15 | 29 | 44 | 15 | 29 |
Losing Trades | 75 | 45 | 30 | 75 | 45 | 30 |
Profitability (%) | 36.9748 | 25 | 49.1525 | 36.9748 | 25 | 49.1525 |
Ratio Avg Win / Avg Loss | 3.8804 | 6.6871 | 2.4317 | 2.2016 | 2.9887 | 1.8283 |
Largest Winning Trade | 303509 | 303509 | 68784 | 1955333 | 1955333 | 1306023 |
Largest Losing Trade | -34827 | -22455 | -34827 | -783393 | -670954 | -783393 |
Avg Bars in Trades | 89 | 73 | 105 | 89 | 73 | 105 |
Avg Bars in Winners | 156 | 154 | 157 | 156 | 154 | 157 |
Avg Bars in Losers | 50 | 47 | 55 | 50 | 47 | 55 |
Bars Traded | 10687 | 4434 | 6253 | 10687 | 4434 | 6253 |
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 | 331318 | -187187 | -165262 | 158230 | -777273 | -165653 |
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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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