Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536408.4125 | 395028.7786 | 141379.6339 | 679607.2501 | 937686.7241 | -258079.474 |
Total P&L (%) | 536.4084 | 395.0288 | 141.3796 | 679.6073 | 937.6867 | -258.0795 |
Avg Daily Profit (%) | 0.2821 | 0.2078 | 0.0744 | 0.1081 | 0.1231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211018 | -170596 | -98781 | -1874967 | -1044972 | -1226172 |
Profit Factor | 1.6647 | 1.88 | 1.3948 | 1.1492 | 1.3967 | 0.8822 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 41.7266 | 40 | 43.4783 | 41.7266 | 40 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.3249 | 2.82 | 1.8133 | 1.6049 | 2.0951 | 1.1469 |
Largest Winning Trade | 204808 | 204808 | 54061 | 561913 | 561913 | 303721 |
Largest Losing Trade | -36659 | -27279 | -36659 | -514412 | -294770 | -514412 |
Avg Bars in Trades | 80 | 81 | 78 | 80 | 81 | 78 |
Avg Bars in Winners | 126 | 131 | 121 | 126 | 131 | 121 |
Avg Bars in Losers | 47 | 48 | 45 | 47 | 48 | 45 |
Bars Traded | 11131 | 5716 | 5415 | 11131 | 5716 | 5415 |
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 | 325564 | -87090 | -196382 | -106445 | -124784 | -683605 |
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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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