Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630673.5947 | 654053.389 | -23379.7944 | 28608.2801 | 4163734.7334 | -4135126.4533 |
Total P&L (%) | 630.6736 | 654.0534 | -23.3798 | 28.6083 | 4163.7347 | -4135.1265 |
Avg Daily Profit (%) | 0.2734 | 0.2835 | -0.0101 | 0.0109 | 0.1628 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180139 | -65032 | -159227 | -5389724 | -922657 | -5775182 |
Profit Factor | 1.8286 | 3.673 | 0.9547 | 1.0023 | 2.3102 | 0.5415 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Losing Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Profitability (%) | 48 | 57.1429 | 38.7097 | 48 | 57.1429 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.981 | 2.7548 | 1.5116 | 1.0859 | 1.7326 | 0.8574 |
Largest Winning Trade | 301489 | 301489 | 84780 | 1539378 | 1539378 | 1410112 |
Largest Losing Trade | -86477 | -35893 | -86477 | -2975270 | -729116 | -2975270 |
Avg Bars in Trades | 101 | 54 | 149 | 101 | 54 | 149 |
Avg Bars in Winners | 161 | 77 | 288 | 161 | 77 | 288 |
Avg Bars in Losers | 45 | 23 | 61 | 45 | 23 | 61 |
Bars Traded | 12670 | 3412 | 9258 | 12670 | 3412 | 9258 |
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 | 420767 | -130181 | -736849 | -399893 | -133635 | -739626 |
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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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