Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626037.7224 | 383336.792 | 242700.9304 | 1324453.5345 | -8567.0443 | 1333020.5788 |
Total P&L (%) | 626.0377 | 383.3368 | 242.7009 | 1324.4535 | -8.567 | 1333.0206 |
Avg Daily Profit (%) | 0.3441 | 0.2107 | 0.1334 | 0.1461 | -0.0049 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124218 | -69547 | -68021 | -2410478 | -1187773 | -1854575 |
Profit Factor | 2.0355 | 2.1084 | 1.9381 | 1.156 | 0.9981 | 1.3405 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 48.2759 | 37.931 | 58.6207 | 48.2759 | 37.931 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.1809 | 3.4502 | 1.3681 | 1.2386 | 1.6333 | 0.9462 |
Largest Winning Trade | 307604 | 307604 | 68136 | 1027635 | 1027635 | 620139 |
Largest Losing Trade | -55247 | -24087 | -55247 | -1601821 | -513032 | -1601821 |
Avg Bars in Trades | 93 | 82 | 104 | 93 | 82 | 104 |
Avg Bars in Winners | 125 | 125 | 125 | 125 | 125 | 125 |
Avg Bars in Losers | 62 | 55 | 73 | 62 | 55 | 73 |
Bars Traded | 10794 | 4761 | 6033 | 10794 | 4761 | 6033 |
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 | 459935 | -173304 | -191290 | -46806 | -763026 | -177385 |
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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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