Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736865.1703 | 680324.4546 | 56540.7157 | 159703.2808 | 385790.9048 | -226087.6241 |
Total P&L (%) | 736.8652 | 680.3245 | 56.5407 | 159.7033 | 385.7909 | -226.0876 |
Avg Daily Profit (%) | 0.3908 | 0.3609 | 0.03 | 0.0506 | 0.0839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157294 | -154337 | -52130 | -1204696 | -1124853 | -370495 |
Profit Factor | 1.9547 | 2.2007 | 1.2755 | 1.038 | 1.123 | 0.7886 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 41.4063 | 39.0625 | 43.75 | 41.4063 | 39.0625 | 43.75 |
Ratio Avg Win / Avg Loss | 2.766 | 3.4332 | 1.6399 | 1.4688 | 1.7519 | 1.0139 |
Largest Winning Trade | 342800 | 342800 | 56812 | 762204 | 762204 | 116988 |
Largest Losing Trade | -61351 | -61351 | -15759 | -740546 | -740546 | -124200 |
Avg Bars in Trades | 84 | 153 | 16 | 84 | 153 | 16 |
Avg Bars in Winners | 101 | 192 | 19 | 101 | 192 | 19 |
Avg Bars in Losers | 73 | 129 | 13 | 73 | 129 | 13 |
Bars Traded | 10874 | 9842 | 1032 | 10874 | 9842 | 1032 |
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 | 373642 | -130111 | -294282 | -307049 | -308778 | -720722 |
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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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