Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453586.4908 | 313848.5615 | 139737.9293 | 124948.0525 | -266406.0076 | 391354.0601 |
Total P&L (%) | 453.5865 | 313.8486 | 139.7379 | 124.9481 | -266.406 | 391.3541 |
Avg Daily Profit (%) | 0.2491 | 0.1724 | 0.0767 | 0.0445 | 0 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152244 | -202668 | -45682 | -1019235 | -890766 | -350333 |
Profit Factor | 1.6825 | 1.7099 | 1.6279 | 1.0549 | 0.8235 | 1.5094 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 55.7377 | 49.1803 | 62.2951 | 55.7377 | 49.1803 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.3361 | 1.7669 | 0.9853 | 0.8377 | 0.8509 | 0.9136 |
Largest Winning Trade | 351602 | 351602 | 61013 | 496342 | 496342 | 398557 |
Largest Losing Trade | -30924 | -30924 | -30800 | -350333 | -198008 | -350333 |
Avg Bars in Trades | 28 | 34 | 22 | 28 | 34 | 22 |
Avg Bars in Winners | 28 | 33 | 25 | 28 | 33 | 25 |
Avg Bars in Losers | 27 | 35 | 17 | 27 | 35 | 17 |
Bars Traded | 3441 | 2092 | 1349 | 3441 | 2092 | 1349 |
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 | 412639 | -151373 | -249994 | -293938 | -742777 | -236302 |
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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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