Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556776.2838 | 507741.2304 | 49035.0533 | 250829.5721 | 234200.8528 | 16628.7193 |
Total P&L (%) | 556.7763 | 507.7412 | 49.0351 | 250.8296 | 234.2009 | 16.6287 |
Avg Daily Profit (%) | 0.2956 | 0.2695 | 0.026 | 0.0667 | 0.0641 | 0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116294 | -74215 | -126937 | -304978 | -169171 | -193892 |
Profit Factor | 1.7173 | 2.3567 | 1.122 | 1.2714 | 1.4866 | 1.0375 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 51.6949 | 54.2373 | 49.1525 | 51.6949 | 54.2373 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.6047 | 1.9885 | 1.1607 | 1.188 | 1.2543 | 1.0733 |
Largest Winning Trade | 311801 | 311801 | 42117 | 299356 | 299356 | 142438 |
Largest Losing Trade | -41892 | -41892 | -33304 | -169171 | -169171 | -96811 |
Avg Bars in Trades | 90 | 119 | 61 | 90 | 119 | 61 |
Avg Bars in Winners | 110 | 138 | 79 | 110 | 138 | 79 |
Avg Bars in Losers | 69 | 97 | 44 | 69 | 97 | 44 |
Bars Traded | 10718 | 7065 | 3653 | 10718 | 7065 | 3653 |
Profit Streak | 0 | 0 | 142.825 | 0 | 0 | 142.825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455119 | -163010 | -421917 | -103492 | -282279 | -546343 |
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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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