Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606316.8637 | 568111.5116 | 38205.3521 | 189517.3827 | 235647.468 | -46130.0853 |
Total P&L (%) | 606.3169 | 568.1115 | 38.2054 | 189.5174 | 235.6475 | -46.1301 |
Avg Daily Profit (%) | 0.3242 | 0.3038 | 0.0204 | 0.0569 | 0.0648 | -0.0331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143902 | -90222 | -98351 | -463927 | -295950 | -246236 |
Profit Factor | 1.9776 | 2.8003 | 1.1254 | 1.1116 | 1.2766 | 0.9455 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 48.2759 | 46.5517 | 50 | 48.2759 | 46.5517 | 50 |
Ratio Avg Win / Avg Loss | 2.1188 | 3.2152 | 1.1254 | 1.191 | 1.4657 | 0.9455 |
Largest Winning Trade | 505849 | 505849 | 59640 | 438443 | 438443 | 145514 |
Largest Losing Trade | -57862 | -57862 | -27886 | -133945 | -121995 | -133945 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 43 | 33 | 52 | 43 | 33 | 52 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 3560 | 1496 | 2064 | 3560 | 1496 | 2064 |
Profit Streak | 0 | 59.5107 | 0 | 0 | 59.5107 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449783 | -165454 | -430593 | -215097 | -286223 | -760833 |
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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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