Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845153.7125 | 686336.6486 | 158817.0639 | 2218471.7426 | -325606.3773 | 2544078.1198 |
Total P&L (%) | 845.1537 | 686.3366 | 158.8171 | 2218.4717 | -325.6064 | 2544.0781 |
Avg Daily Profit (%) | 0.3499 | 0.2841 | 0.0657 | 0.1302 | 0 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142117 | -81932 | -88674 | -4163085 | -3590177 | -1299031 |
Profit Factor | 2.1117 | 2.6265 | 1.4695 | 1.1312 | 0.9678 | 1.3747 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 39.3701 | 39.0625 | 39.6825 | 39.3701 | 39.0625 | 39.6825 |
Ratio Avg Win / Avg Loss | 3.252 | 4.0974 | 2.2336 | 1.7421 | 1.5098 | 2.0895 |
Largest Winning Trade | 338579 | 338579 | 61185 | 2350985 | 2350985 | 2187917 |
Largest Losing Trade | -34771 | -34771 | -24743 | -1319436 | -1319436 | -960482 |
Avg Bars in Trades | 75 | 67 | 83 | 75 | 67 | 83 |
Avg Bars in Winners | 127 | 108 | 145 | 127 | 108 | 145 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 9544 | 4297 | 5247 | 9544 | 4297 | 5247 |
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 | 343350 | -129945 | -253880 | -97615 | -721711 | -160814 |
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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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