Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892008.3057 | 859952.7294 | 32055.5764 | 169000.7557 | 1365959.7264 | -1196958.9707 |
Total P&L (%) | 892.0083 | 859.9527 | 32.0556 | 169.0008 | 1365.9597 | -1196.959 |
Avg Daily Profit (%) | 0.3837 | 0.3699 | 0.0138 | 0.0426 | 0.1156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201280 | -134416 | -181863 | -2791194 | -1430953 | -1558497 |
Profit Factor | 1.9769 | 2.6732 | 1.0803 | 1.0313 | 1.4862 | 0.5387 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 38.5246 | 36.0656 | 40.9836 | 38.5246 | 36.0656 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.1547 | 4.7389 | 1.5557 | 1.6456 | 2.6346 | 0.7758 |
Largest Winning Trade | 407657 | 407657 | 77239 | 2178314 | 2178314 | 409067 |
Largest Losing Trade | -37605 | -37605 | -28561 | -983388 | -983388 | -746510 |
Avg Bars in Trades | 73 | 65 | 82 | 73 | 65 | 82 |
Avg Bars in Winners | 125 | 117 | 131 | 125 | 117 | 131 |
Avg Bars in Losers | 41 | 35 | 48 | 41 | 35 | 48 |
Bars Traded | 9018 | 3976 | 5042 | 9018 | 3976 | 5042 |
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 | 332083 | -152787 | -473882 | -325197 | -203344 | -746242 |
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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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