Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459658.9458 | 297682.5818 | 161976.364 | 748830.9378 | -21356.153 | 770187.0908 |
Total P&L (%) | 459.6589 | 297.6826 | 161.9764 | 748.8309 | -21.3562 | 770.1871 |
Avg Daily Profit (%) | 0.3122 | 0.2022 | 0.11 | 0.1453 | -0.0163 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102286 | -99140 | -53994 | -1201976 | -1039446 | -549472 |
Profit Factor | 1.9351 | 2.1304 | 1.7097 | 1.2074 | 0.9898 | 1.5085 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 42.0168 | 33.3333 | 50.8475 | 42.0168 | 33.3333 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.6704 | 4.2608 | 1.6527 | 1.6662 | 1.9796 | 1.4582 |
Largest Winning Trade | 145231 | 145231 | 76575 | 730757 | 730757 | 495501 |
Largest Losing Trade | -37775 | -32580 | -37775 | -281566 | -281566 | -184344 |
Avg Bars in Trades | 71 | 45 | 98 | 71 | 45 | 98 |
Avg Bars in Winners | 113 | 75 | 139 | 113 | 75 | 139 |
Avg Bars in Losers | 41 | 30 | 55 | 41 | 30 | 55 |
Bars Traded | 8531 | 2735 | 5796 | 8531 | 2735 | 5796 |
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 | 340775 | -164248 | -219468 | -752 | -753939 | -171551 |
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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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