Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680447.9147 | 545028.5444 | 135419.3703 | 791220.3944 | 1313481.4387 | -522261.0443 |
Total P&L (%) | 680.4479 | 545.0285 | 135.4194 | 791.2204 | 1313.4814 | -522.261 |
Avg Daily Profit (%) | 0.3615 | 0.2895 | 0.0719 | 0.1163 | 0.1408 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140693 | -90395 | -104844 | -2083364 | -1120246 | -1955199 |
Profit Factor | 1.815 | 2.2741 | 1.3327 | 1.0834 | 1.2998 | 0.8976 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 45.3237 | 40 | 50.7246 | 45.3237 | 40 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.1896 | 3.4111 | 1.2946 | 1.307 | 1.9496 | 0.872 |
Largest Winning Trade | 313123 | 313123 | 50057 | 637991 | 637991 | 484920 |
Largest Losing Trade | -71993 | -28903 | -71993 | -1516841 | -318386 | -1516841 |
Avg Bars in Trades | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Winners | 118 | 116 | 120 | 118 | 116 | 120 |
Avg Bars in Losers | 44 | 49 | 39 | 44 | 49 | 39 |
Bars Traded | 10890 | 5354 | 5536 | 10890 | 5354 | 5536 |
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 | 410778 | -85214 | -198194 | -167574 | -101813 | -682364 |
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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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