Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620651.4054 | 528263.7589 | 92387.6464 | 179616.5838 | 97526.9917 | 82089.5921 |
Total P&L (%) | 620.6514 | 528.2638 | 92.3876 | 179.6166 | 97.527 | 82.0896 |
Avg Daily Profit (%) | 0.3139 | 0.2672 | 0.0467 | 0.052 | 0.0344 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110390 | -58673 | -172994 | -316277 | -164719 | -283498 |
Profit Factor | 1.6709 | 2.3693 | 1.1713 | 1.1215 | 1.1622 | 1.0936 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 53.2258 | 46.7742 | 59.6774 | 53.2258 | 46.7742 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.4683 | 2.6961 | 0.7914 | 0.9855 | 1.3225 | 0.7389 |
Largest Winning Trade | 191407 | 191407 | 72145 | 107751 | 79798 | 107751 |
Largest Losing Trade | -64038 | -58673 | -64038 | -227576 | -88272 | -227576 |
Avg Bars in Trades | 46 | 43 | 48 | 46 | 43 | 48 |
Avg Bars in Winners | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 5743 | 2709 | 3034 | 5743 | 2709 | 3034 |
Profit Streak | 0 | 0 | 495.4931 | 0 | 0 | 495.4931 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425253 | -142309 | -316608 | -211256 | -344447 | -423974 |
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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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