Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558075.9581 | 498260.7256 | 59815.2325 | 180674.8443 | 322406.9709 | -141732.1266 |
Total P&L (%) | 558.076 | 498.2607 | 59.8152 | 180.6748 | 322.407 | -141.7321 |
Avg Daily Profit (%) | 0.3487 | 0.3114 | 0.0374 | 0.0645 | 0.0901 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128092 | -128369 | -50066 | -999242 | -955226 | -417082 |
Profit Factor | 1.9718 | 2.6047 | 1.2267 | 1.0697 | 1.2273 | 0.8792 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 37.7953 | 34.375 | 41.2698 | 37.7953 | 34.375 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.2452 | 4.9726 | 1.7458 | 1.7605 | 2.3429 | 1.2512 |
Largest Winning Trade | 362534 | 362534 | 58000 | 900412 | 900412 | 215217 |
Largest Losing Trade | -22918 | -22918 | -21084 | -234889 | -234889 | -168519 |
Avg Bars in Trades | 47 | 39 | 56 | 47 | 39 | 56 |
Avg Bars in Winners | 96 | 77 | 112 | 96 | 77 | 112 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 6056 | 2519 | 3537 | 6056 | 2519 | 3537 |
Profit Streak | 0 | 0 | 17.3081 | 0 | 0 | 17.3081 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311228 | -131994 | -292683 | -253947 | -217489 | -728895 |
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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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