Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513522.1053 | 284730.5767 | 228791.5286 | 1118419.5583 | -146547.9359 | 1264967.4942 |
Total P&L (%) | 513.5221 | 284.7306 | 228.7915 | 1118.4196 | -146.5479 | 1264.9675 |
Avg Daily Profit (%) | 0.2827 | 0.1567 | 0.126 | 0.1377 | 0 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73355 | -89965 | -58763 | -1081106 | -916540 | -960984 |
Profit Factor | 1.8561 | 1.9403 | 1.7703 | 1.1815 | 0.9548 | 1.4335 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 50.7937 | 46.0317 | 55.5556 | 50.7937 | 46.0317 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7981 | 2.2749 | 1.4162 | 1.1446 | 1.1195 | 1.1468 |
Largest Winning Trade | 122858 | 122858 | 70410 | 692668 | 459098 | 692668 |
Largest Losing Trade | -58763 | -27830 | -58763 | -415653 | -324802 | -415653 |
Avg Bars in Trades | 56 | 37 | 75 | 56 | 37 | 75 |
Avg Bars in Winners | 77 | 43 | 105 | 77 | 43 | 105 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 7101 | 2356 | 4745 | 7101 | 2356 | 4745 |
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 | 457349 | -137287 | -168584 | -29182 | -727334 | -145461 |
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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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