Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752865.1659 | 572291.5478 | 180573.6181 | 847363.2045 | 952662.6926 | -105299.4881 |
Total P&L (%) | 752.8652 | 572.2915 | 180.5736 | 847.3632 | 952.6627 | -105.2995 |
Avg Daily Profit (%) | 0.5092 | 0.387 | 0.1221 | 0.1522 | 0.1593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138236 | -106889 | -61965 | -3951201 | -3106085 | -1567643 |
Profit Factor | 2.0646 | 2.4324 | 1.5869 | 1.0694 | 1.1417 | 0.9808 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 35.8209 | 25.3731 | 46.2687 | 35.8209 | 25.3731 | 46.2687 |
Ratio Avg Win / Avg Loss | 3.6991 | 7.1542 | 1.8429 | 1.9161 | 3.3581 | 1.139 |
Largest Winning Trade | 365193 | 365193 | 66263 | 2896267 | 2896267 | 945931 |
Largest Losing Trade | -36773 | -20629 | -36773 | -1066539 | -667348 | -1066539 |
Avg Bars in Trades | 65 | 52 | 78 | 65 | 52 | 78 |
Avg Bars in Winners | 123 | 118 | 126 | 123 | 118 | 126 |
Avg Bars in Losers | 32 | 30 | 36 | 32 | 30 | 36 |
Bars Traded | 8735 | 3507 | 5228 | 8735 | 3507 | 5228 |
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 | 340051 | -130857 | -145441 | -140557 | -200933 | -697520 |
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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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