Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323445.1865 | 140572.2814 | 182872.9051 | 440564.6592 | 475920.1989 | -35355.5398 |
Total P&L (%) | 323.4452 | 140.5723 | 182.8729 | 440.5647 | 475.9202 | -35.3555 |
Avg Daily Profit (%) | 0.1916 | 0.0833 | 0.1083 | 0.1 | 0.1037 | -0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57258 | -68239 | -55783 | -481292 | -153142 | -437045 |
Profit Factor | 1.5248 | 1.4133 | 1.6619 | 1.1965 | 1.4531 | 0.9703 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 43.9024 | 37.7049 | 50 | 43.9024 | 37.7049 | 50 |
Ratio Avg Win / Avg Loss | 1.9483 | 2.3351 | 1.6619 | 1.5289 | 2.4007 | 0.9703 |
Largest Winning Trade | 54760 | 54760 | 51176 | 265240 | 265240 | 162783 |
Largest Losing Trade | -26036 | -22381 | -26036 | -174247 | -95847 | -174247 |
Avg Bars in Trades | 26 | 23 | 28 | 26 | 23 | 28 |
Avg Bars in Winners | 36 | 32 | 38 | 36 | 32 | 38 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3208 | 1442 | 1766 | 3208 | 1442 | 1766 |
Profit Streak | 0 | 39.7237 | 0 | 0 | 39.7237 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300606 | -245829 | -199154 | -64477 | -218266 | -734680 |
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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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