Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602779.8544 | 534436.9321 | 68342.9224 | 450552.3422 | 260101.2724 | 190451.0699 |
Total P&L (%) | 602.7799 | 534.4369 | 68.3429 | 450.5523 | 260.1013 | 190.4511 |
Avg Daily Profit (%) | 0.3225 | 0.2859 | 0.0366 | 0.0913 | 0.0686 | 0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106581 | -69084 | -70786 | -906357 | -374708 | -548278 |
Profit Factor | 2.0764 | 2.8956 | 1.2458 | 1.1359 | 1.165 | 1.1095 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 49.0741 | 50 | 48.1481 | 49.0741 | 50 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.1547 | 2.8956 | 1.3416 | 1.1787 | 1.165 | 1.1948 |
Largest Winning Trade | 426123 | 426123 | 59439 | 428862 | 365526 | 428862 |
Largest Losing Trade | -53107 | -53107 | -25201 | -326834 | -228603 | -326834 |
Avg Bars in Trades | 32 | 27 | 38 | 32 | 27 | 38 |
Avg Bars in Winners | 48 | 34 | 63 | 48 | 34 | 63 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3560 | 1467 | 2093 | 3560 | 1467 | 2093 |
Profit Streak | 0 | 38.9849 | 0 | 0 | 38.9849 | 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 | 466545 | -164930 | -325183 | -142215 | -319621 | -397619 |
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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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