Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725938.1938 | 658568.6843 | 67369.5095 | 421531.9307 | 471684.6251 | -50152.6944 |
Total P&L (%) | 725.9382 | 658.5687 | 67.3695 | 421.5319 | 471.6846 | -50.1527 |
Avg Daily Profit (%) | 0.3863 | 0.3504 | 0.0358 | 0.0879 | 0.0928 | -0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191907 | -86496 | -147497 | -603125 | -288899 | -382876 |
Profit Factor | 1.9054 | 2.4443 | 1.1948 | 1.2826 | 1.5838 | 0.9267 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 48.7805 | 42.623 | 54.8387 | 48.7805 | 42.623 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.0007 | 3.2904 | 0.984 | 1.3467 | 2.1321 | 0.7631 |
Largest Winning Trade | 322352 | 322352 | 45404 | 273008 | 273008 | 110387 |
Largest Losing Trade | -50232 | -43225 | -50232 | -152539 | -152539 | -126723 |
Avg Bars in Trades | 57 | 69 | 46 | 57 | 69 | 46 |
Avg Bars in Winners | 65 | 80 | 54 | 65 | 80 | 54 |
Avg Bars in Losers | 50 | 60 | 36 | 50 | 60 | 36 |
Bars Traded | 7095 | 4209 | 2886 | 7095 | 4209 | 2886 |
Profit Streak | 0 | 11.1654 | 0 | 0 | 11.1654 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471591 | -150207 | -306607 | -75743 | -230312 | -734331 |
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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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