Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772533.0598 | 727954.9986 | 44578.0611 | 99829.0543 | 300169.0761 | -200340.0218 |
Total P&L (%) | 772.5331 | 727.955 | 44.5781 | 99.8291 | 300.1691 | -200.34 |
Avg Daily Profit (%) | 0.4106 | 0.3869 | 0.0237 | 0.0368 | 0.0737 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152084 | -103595 | -118245 | -602578 | -274239 | -403973 |
Profit Factor | 1.9207 | 2.409 | 1.1382 | 1.074 | 1.4179 | 0.6825 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 47.7477 | 41.8182 | 53.5714 | 47.7477 | 41.8182 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.1019 | 3.3517 | 0.9865 | 1.1753 | 1.9727 | 0.5915 |
Largest Winning Trade | 526152 | 526152 | 33986 | 351066 | 351066 | 98033 |
Largest Losing Trade | -48813 | -41892 | -48813 | -221151 | -180084 | -221151 |
Avg Bars in Trades | 47 | 62 | 33 | 47 | 62 | 33 |
Avg Bars in Winners | 62 | 91 | 40 | 62 | 91 | 40 |
Avg Bars in Losers | 34 | 42 | 25 | 34 | 42 | 25 |
Bars Traded | 5310 | 3457 | 1853 | 5310 | 3457 | 1853 |
Profit Streak | 115.0694 | 118.736 | 115.0694 | 115.0694 | 118.736 | 115.0694 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514517 | -168054 | -411797 | -282080 | -274872 | -759412 |
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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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