Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528749.7182 | 435072.7208 | 93676.9974 | 5732.1274 | -476515.2338 | 482247.3612 |
Total P&L (%) | 528.7497 | 435.0727 | 93.677 | 5.7321 | -476.5152 | 482.2474 |
Avg Daily Profit (%) | 0.2911 | 0.2395 | 0.0516 | 0.0031 | 0 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172944 | -177403 | -102738 | -1889523 | -1749308 | -656321 |
Profit Factor | 1.7349 | 2.1197 | 1.2831 | 1.0014 | 0.7962 | 1.2709 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 45.1852 | 43.2836 | 47.0588 | 45.1852 | 43.2836 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.1047 | 2.7775 | 1.4435 | 1.2148 | 1.0432 | 1.4298 |
Largest Winning Trade | 548943 | 548943 | 69786 | 709430 | 709430 | 619752 |
Largest Losing Trade | -36809 | -29342 | -36809 | -519576 | -519576 | -423005 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 56 | 42 | 69 | 56 | 42 | 69 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 5339 | 2078 | 3261 | 5339 | 2078 | 3261 |
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 | 381235 | -107580 | -234674 | -575004 | -698681 | -174137 |
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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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