Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632447.1378 | 562354.5078 | 70092.63 | 343493.2481 | -119649.2189 | 463142.4669 |
Total P&L (%) | 632.4471 | 562.3545 | 70.0926 | 343.4932 | -119.6492 | 463.1425 |
Avg Daily Profit (%) | 0.3377 | 0.3002 | 0.0374 | 0.0796 | 0 | 0.0923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103441 | -66293 | -59667 | -1223979 | -837819 | -680572 |
Profit Factor | 2.3502 | 3.165 | 1.3359 | 1.0743 | 0.9536 | 1.2264 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 45.9459 | 45.4545 | 46.4286 | 45.9459 | 45.4545 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.7649 | 3.7979 | 1.5414 | 1.2639 | 1.1443 | 1.4151 |
Largest Winning Trade | 542174 | 542174 | 55071 | 544366 | 544366 | 472962 |
Largest Losing Trade | -49741 | -49741 | -30175 | -398409 | -308089 | -398409 |
Avg Bars in Trades | 47 | 37 | 56 | 47 | 37 | 56 |
Avg Bars in Winners | 74 | 54 | 93 | 74 | 54 | 93 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 5267 | 2088 | 3179 | 5267 | 2088 | 3179 |
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 | 446715 | -166880 | -322938 | -226789 | -760934 | -251523 |
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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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