Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609653.6033 | 548349.2577 | 61304.3456 | 318859.3384 | 63528.2933 | 255331.0451 |
Total P&L (%) | 609.6536 | 548.3493 | 61.3043 | 318.8593 | 63.5283 | 255.331 |
Avg Daily Profit (%) | 0.3258 | 0.293 | 0.0328 | 0.0766 | 0.0263 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83656 | -63399 | -44629 | -649050 | -462452 | -341009 |
Profit Factor | 2.2307 | 3.1321 | 1.2574 | 1.0999 | 1.0379 | 1.1688 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 43.8017 | 45.9016 | 41.6667 | 43.8017 | 45.9016 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.862 | 3.6914 | 1.7603 | 1.4112 | 1.2232 | 1.6363 |
Largest Winning Trade | 521141 | 521141 | 59437 | 434405 | 434405 | 337830 |
Largest Losing Trade | -42635 | -42635 | -31182 | -251697 | -164082 | -251697 |
Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Winners | 68 | 46 | 92 | 68 | 46 | 92 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 5386 | 2228 | 3158 | 5386 | 2228 | 3158 |
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 | 405679 | -148456 | -321470 | -203408 | -500357 | -308865 |
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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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