Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577585.3587 | 402687.3972 | 174897.9615 | 815043.2149 | -30008.8086 | 845052.0236 |
Total P&L (%) | 577.5854 | 402.6874 | 174.898 | 815.0432 | -30.0088 | 845.052 |
Avg Daily Profit (%) | 0.3037 | 0.2117 | 0.092 | 0.1165 | -0.0188 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125094 | -133197 | -96435 | -2237150 | -2021399 | -1213200 |
Profit Factor | 1.866 | 2.1293 | 1.5635 | 1.1084 | 0.9923 | 1.2349 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 46.7153 | 44.9275 | 48.5294 | 46.7153 | 44.9275 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.1284 | 2.6101 | 1.6583 | 1.2643 | 1.2164 | 1.3098 |
Largest Winning Trade | 193612 | 193612 | 54057 | 1099009 | 1099009 | 774958 |
Largest Losing Trade | -53386 | -41720 | -53386 | -826933 | -602808 | -826933 |
Avg Bars in Trades | 53 | 49 | 58 | 53 | 49 | 58 |
Avg Bars in Winners | 81 | 71 | 91 | 81 | 71 | 91 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 7383 | 3431 | 3952 | 7383 | 3431 | 3952 |
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 | 415833 | -92159 | -177424 | -139289 | -683042 | -145186 |
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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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