Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615440.7439 | 557892.3513 | 57548.3926 | 100478.1104 | -61907.1044 | 162385.2148 |
Total P&L (%) | 615.4407 | 557.8924 | 57.5484 | 100.4781 | -61.9071 | 162.3852 |
Avg Daily Profit (%) | 0.3476 | 0.3151 | 0.0325 | 0.0393 | -0.0545 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184533 | -138777 | -45755 | -1705137 | -1544537 | -413864 |
Profit Factor | 2.0055 | 2.2039 | 1.387 | 1.019 | 0.9846 | 1.1265 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 38.5827 | 31.746 | 45.3125 | 38.5827 | 31.746 | 45.3125 |
Ratio Avg Win / Avg Loss | 3.1924 | 4.7385 | 1.674 | 1.622 | 2.1168 | 1.3596 |
Largest Winning Trade | 397003 | 397003 | 37661 | 1357320 | 1357320 | 287345 |
Largest Losing Trade | -50068 | -50068 | -12788 | -480591 | -480591 | -158138 |
Avg Bars in Trades | 79 | 146 | 12 | 79 | 146 | 12 |
Avg Bars in Winners | 125 | 281 | 18 | 125 | 281 | 18 |
Avg Bars in Losers | 49 | 83 | 8 | 49 | 83 | 8 |
Bars Traded | 10058 | 9228 | 830 | 10058 | 9228 | 830 |
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 | 324257 | -140841 | -289570 | -343067 | -732057 | -342526 |
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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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