Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763065.1343 | 709290.6724 | 53774.4619 | 371143.2198 | 500493.8892 | -129350.6694 |
Total P&L (%) | 763.0651 | 709.2907 | 53.7745 | 371.1432 | 500.4939 | -129.3507 |
Avg Daily Profit (%) | 0.4055 | 0.3769 | 0.0286 | 0.0824 | 0.0953 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193884 | -69745 | -139301 | -510399 | -376597 | -325321 |
Profit Factor | 1.9028 | 2.5439 | 1.1394 | 1.1694 | 1.4168 | 0.8693 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 44.1441 | 40 | 48.2143 | 44.1441 | 40 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.4076 | 3.8158 | 1.2238 | 1.4797 | 2.1252 | 0.9337 |
Largest Winning Trade | 329033 | 329033 | 47437 | 524057 | 524057 | 140610 |
Largest Losing Trade | -43129 | -29584 | -43129 | -206734 | -167216 | -206734 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 67 | 77 | 60 | 67 | 77 | 60 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 5316 | 2715 | 2601 | 5316 | 2715 | 2601 |
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 | 411291 | -169544 | -403733 | -119082 | -247343 | -761527 |
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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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