Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955381.8058 | 870529.1772 | 84852.6286 | 256042.093 | 747384.7675 | -491342.6745 |
Total P&L (%) | 955.3818 | 870.5292 | 84.8526 | 256.0421 | 747.3848 | -491.3427 |
Avg Daily Profit (%) | 0.5144 | 0.4687 | 0.0457 | 0.0684 | 0.1151 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103594 | -96183 | -66642 | -903219 | -485244 | -753891 |
Profit Factor | 2.4172 | 3.5826 | 1.2518 | 1.0648 | 1.4313 | 0.7787 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 48.4127 | 47.619 | 49.2063 | 48.4127 | 47.619 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.5758 | 3.9409 | 1.2921 | 1.1346 | 1.5744 | 0.8038 |
Largest Winning Trade | 868315 | 868315 | 53812 | 891938 | 891938 | 341747 |
Largest Losing Trade | -41015 | -29396 | -41015 | -407325 | -159465 | -407325 |
Avg Bars in Trades | 56 | 48 | 65 | 56 | 48 | 65 |
Avg Bars in Winners | 84 | 64 | 103 | 84 | 64 | 103 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 7166 | 3032 | 4134 | 7166 | 3032 | 4134 |
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 | 541701 | -130516 | -279090 | -251177 | -184494 | -727766 |
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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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