Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629611.4325 | 564436.4162 | 65175.0163 | 329158.3957 | 51556.3082 | 277602.0875 |
Total P&L (%) | 629.6114 | 564.4364 | 65.175 | 329.1584 | 51.5563 | 277.6021 |
Avg Daily Profit (%) | 0.3355 | 0.3008 | 0.0347 | 0.0776 | 0.0222 | 0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59868 | -83840 | -42479 | -403060 | -499146 | -293436 |
Profit Factor | 2.3543 | 3.0316 | 1.3484 | 1.1248 | 1.0317 | 1.275 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 43.4426 | 45.9016 | 40.9836 | 43.4426 | 45.9016 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.065 | 3.573 | 1.9417 | 1.4644 | 1.2159 | 1.8361 |
Largest Winning Trade | 554217 | 554217 | 52023 | 451794 | 451794 | 237768 |
Largest Losing Trade | -47190 | -47190 | -30175 | -253078 | -253078 | -214847 |
Avg Bars in Trades | 44 | 33 | 54 | 44 | 33 | 54 |
Avg Bars in Winners | 70 | 45 | 98 | 70 | 45 | 98 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 5374 | 2038 | 3336 | 5374 | 2038 | 3336 |
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 | 412321 | -148584 | -310796 | -174744 | -513460 | -262796 |
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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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