Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794434.8525 | 692160.9287 | 102273.9238 | 674021.923 | 783058.0986 | -109036.1756 |
Total P&L (%) | 794.4349 | 692.1609 | 102.2739 | 674.0219 | 783.0581 | -109.0362 |
Avg Daily Profit (%) | 0.4247 | 0.37 | 0.0547 | 0.1095 | 0.1165 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155620 | -109682 | -104244 | -1182729 | -632348 | -702162 |
Profit Factor | 2.3771 | 3.2842 | 1.3734 | 1.2093 | 1.4873 | 0.9324 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 47.7477 | 48.2143 | 47.2727 | 47.7477 | 48.2143 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.6013 | 3.5274 | 1.5319 | 1.3234 | 1.5975 | 1.04 |
Largest Winning Trade | 640562 | 640562 | 44495 | 1150379 | 1150379 | 236202 |
Largest Losing Trade | -41210 | -40079 | -41210 | -462822 | -181662 | -462822 |
Avg Bars in Trades | 65 | 61 | 70 | 65 | 61 | 70 |
Avg Bars in Winners | 88 | 84 | 92 | 88 | 84 | 92 |
Avg Bars in Losers | 45 | 40 | 49 | 45 | 40 | 49 |
Bars Traded | 7324 | 3466 | 3857 | 7324 | 3466 | 3857 |
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 | 500594 | -164980 | -299375 | -47487 | -215441 | -760227 |
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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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