Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447488.6021 | 292054.3331 | 155434.269 | 711603.0587 | 299325.7669 | 412277.2918 |
Total P&L (%) | 447.4886 | 292.0543 | 155.4343 | 711.6031 | 299.3258 | 412.2773 |
Avg Daily Profit (%) | 0.2324 | 0.1517 | 0.0807 | 0.1088 | 0.0719 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89375 | -110753 | -96606 | -451584 | -448622 | -224814 |
Profit Factor | 1.7503 | 1.8643 | 1.6014 | 1.4117 | 1.2838 | 1.6121 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 48.8 | 50 | 47.619 | 48.8 | 50 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8364 | 1.8643 | 1.7615 | 1.4811 | 1.2838 | 1.7733 |
Largest Winning Trade | 145693 | 145693 | 52256 | 231407 | 231407 | 200332 |
Largest Losing Trade | -52929 | -46295 | -52929 | -448622 | -448622 | -142034 |
Avg Bars in Trades | 57 | 75 | 39 | 57 | 75 | 39 |
Avg Bars in Winners | 68 | 80 | 57 | 68 | 80 | 57 |
Avg Bars in Losers | 46 | 70 | 23 | 46 | 70 | 23 |
Bars Traded | 7177 | 4675 | 2502 | 7177 | 4675 | 2502 |
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 | 398926 | -143433 | -229749 | -46688 | -251088 | -224186 |
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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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