Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361697.3598 | 235459.2752 | 126238.0846 | -43140.15 | -469137.9236 | 425997.7736 |
Total P&L (%) | 361.6974 | 235.4593 | 126.2381 | -43.1402 | -469.1379 | 425.9978 |
Avg Daily Profit (%) | 0.1991 | 0.1296 | 0.0695 | -0.0311 | 0 | 0.0914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211934 | -150670 | -124998 | -2504632 | -1593484 | -1494615 |
Profit Factor | 1.5234 | 1.7151 | 1.349 | 0.9905 | 0.756 | 1.1622 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 44.6281 | 36.0656 | 53.3333 | 44.6281 | 36.0656 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.8902 | 3.0404 | 1.1804 | 1.229 | 1.3403 | 1.0169 |
Largest Winning Trade | 233064 | 233064 | 71470 | 742472 | 547816 | 742472 |
Largest Losing Trade | -88681 | -33977 | -88681 | -777312 | -301428 | -777312 |
Avg Bars in Trades | 29 | 21 | 37 | 29 | 21 | 37 |
Avg Bars in Winners | 41 | 32 | 48 | 41 | 32 | 48 |
Avg Bars in Losers | 19 | 14 | 25 | 19 | 14 | 25 |
Bars Traded | 3554 | 1287 | 2267 | 3554 | 1287 | 2267 |
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 | 312596 | -183872 | -268536 | -580601 | -746210 | -281819 |
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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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