Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512023.7858 | 450342.8859 | 61680.8999 | 211358.384 | 269710.6214 | -58352.2373 |
Total P&L (%) | 512.0238 | 450.3429 | 61.6809 | 211.3584 | 269.7106 | -58.3522 |
Avg Daily Profit (%) | 0.2226 | 0.1958 | 0.0268 | 0.0494 | 0.0569 | -0.0381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123654 | -152868 | -80060 | -458971 | -233471 | -332885 |
Profit Factor | 1.6972 | 2.1813 | 1.1746 | 1.1501 | 1.4102 | 0.9222 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 42.3423 | 32.1429 | 52.7273 | 42.3423 | 32.1429 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.311 | 4.6049 | 1.0531 | 1.5662 | 2.977 | 0.8268 |
Largest Winning Trade | 236808 | 236808 | 47071 | 326515 | 326515 | 236638 |
Largest Losing Trade | -33989 | -28259 | -33989 | -174321 | -113708 | -174321 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 62 | 65 | 60 | 62 | 65 | 60 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4295 | 1897 | 2398 | 4295 | 1897 | 2398 |
Profit Streak | 0 | 0 | 86.3635 | 0 | 0 | 86.3635 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315500 | -175542 | -364774 | -183889 | -302394 | -759519 |
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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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