Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665044.5643 | 551022.4981 | 114022.0663 | 195502.7447 | -279159.0228 | 474661.7675 |
Total P&L (%) | 665.0446 | 551.0225 | 114.0221 | 195.5027 | -279.159 | 474.6618 |
Avg Daily Profit (%) | 0.4468 | 0.3702 | 0.0766 | 0.0728 | 0 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135768 | -131021 | -56412 | -1292550 | -1048765 | -496598 |
Profit Factor | 1.899 | 2.2712 | 1.3723 | 1.0392 | 0.9085 | 1.2455 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 35 | 11 | 24 | 35 | 11 | 24 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 36.0825 | 22.9167 | 48.9796 | 36.0825 | 22.9167 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.364 | 7.6394 | 1.4295 | 1.8409 | 3.0557 | 1.2974 |
Largest Winning Trade | 405511 | 405511 | 61151 | 815212 | 815212 | 378774 |
Largest Losing Trade | -28300 | -28300 | -25370 | -299393 | -299393 | -179318 |
Avg Bars in Trades | 181 | 173 | 189 | 181 | 173 | 189 |
Avg Bars in Winners | 304 | 309 | 302 | 304 | 309 | 302 |
Avg Bars in Losers | 111 | 133 | 80 | 111 | 133 | 80 |
Bars Traded | 17612 | 8348 | 9264 | 17612 | 8348 | 9264 |
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 | 309561 | -25369 | -90433 | -277116 | -617186 | -36613 |
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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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