Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574632.7771 | 543389.806 | 31242.9711 | 128516.6308 | 191233.2557 | -62716.6249 |
Total P&L (%) | 574.6328 | 543.3898 | 31.243 | 128.5166 | 191.2333 | -62.7166 |
Avg Daily Profit (%) | 0.3063 | 0.2897 | 0.0167 | 0.0441 | 0.057 | -0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194920 | -111534 | -126828 | -449583 | -258857 | -230387 |
Profit Factor | 1.862 | 2.5589 | 1.0982 | 1.0975 | 1.2891 | 0.9046 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 45.1128 | 41.791 | 48.4848 | 45.1128 | 41.791 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.2655 | 3.5642 | 1.1669 | 1.3352 | 1.7955 | 0.9611 |
Largest Winning Trade | 487294 | 487294 | 57957 | 377016 | 377016 | 84206 |
Largest Losing Trade | -57862 | -57862 | -27208 | -125688 | -114418 | -125688 |
Avg Bars in Trades | 27 | 23 | 30 | 27 | 23 | 30 |
Avg Bars in Winners | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3622 | 1606 | 2016 | 3622 | 1606 | 2016 |
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 | 403556 | -106189 | -410834 | -248641 | -235554 | -705547 |
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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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