Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618475.0091 | 373986.5261 | 244488.4831 | 999166.6896 | -237102.253 | 1236268.9426 |
Total P&L (%) | 618.475 | 373.9865 | 244.4885 | 999.1667 | -237.1023 | 1236.2689 |
Avg Daily Profit (%) | 0.3402 | 0.2057 | 0.1345 | 0.132 | 0 | 0.1427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128664 | -96269 | -70386 | -1619828 | -1134390 | -1186653 |
Profit Factor | 2.0345 | 1.9972 | 2.0973 | 1.1544 | 0.9404 | 1.4955 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 46.4912 | 38.5965 | 54.386 | 46.4912 | 38.5965 | 54.386 |
Ratio Avg Win / Avg Loss | 2.3416 | 3.1774 | 1.7591 | 1.3287 | 1.496 | 1.2543 |
Largest Winning Trade | 329302 | 329302 | 57442 | 624772 | 624772 | 437011 |
Largest Losing Trade | -58629 | -24728 | -58629 | -1131251 | -365316 | -1131251 |
Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Winners | 85 | 86 | 84 | 85 | 86 | 84 |
Avg Bars in Losers | 42 | 37 | 49 | 42 | 37 | 49 |
Bars Traded | 7113 | 3216 | 3897 | 7113 | 3216 | 3897 |
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 | 433495 | -173302 | -188970 | -68164 | -763879 | -180303 |
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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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