Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610562.2744 | 613937.5493 | -3375.2749 | 69932.3687 | 22661.351 | 47271.0177 |
Total P&L (%) | 610.5623 | 613.9375 | -3.3753 | 69.9324 | 22.6614 | 47.271 |
Avg Daily Profit (%) | 0.3202 | 0.322 | -0.0018 | 0.0278 | 0.0107 | 0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216774 | -102579 | -141527 | -1156777 | -642138 | -688823 |
Profit Factor | 1.9435 | 2.7848 | 0.9889 | 1.0261 | 1.0162 | 1.0369 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 47.2441 | 45.3125 | 49.2063 | 47.2441 | 45.3125 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.1703 | 3.361 | 1.0208 | 1.1459 | 1.2265 | 1.0704 |
Largest Winning Trade | 624576 | 624576 | 67631 | 547487 | 547487 | 500184 |
Largest Losing Trade | -38168 | -37164 | -38168 | -318532 | -223489 | -318532 |
Avg Bars in Trades | 55 | 37 | 73 | 55 | 37 | 73 |
Avg Bars in Winners | 75 | 49 | 99 | 75 | 49 | 99 |
Avg Bars in Losers | 36 | 26 | 47 | 36 | 26 | 47 |
Bars Traded | 6985 | 2376 | 4609 | 6985 | 2376 | 4609 |
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 | 432771 | -126885 | -726100 | -348232 | -527580 | -494189 |
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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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