Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683188.6185 | 585816.4509 | 97372.1676 | 701570.459 | 308973.1434 | 392597.3156 |
Total P&L (%) | 683.1886 | 585.8165 | 97.3722 | 701.5705 | 308.9731 | 392.5973 |
Avg Daily Profit (%) | 0.3657 | 0.3136 | 0.0521 | 0.1115 | 0.0754 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54804 | -53352 | -35911 | -1022030 | -815894 | -364191 |
Profit Factor | 2.4107 | 2.9744 | 1.5191 | 1.169 | 1.1198 | 1.2498 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 51.2 | 49.2063 | 53.2258 | 51.2 | 49.2063 | 53.2258 |
Ratio Avg Win / Avg Loss | 2.2977 | 3.0703 | 1.335 | 1.1142 | 1.1559 | 1.0983 |
Largest Winning Trade | 537837 | 537837 | 58293 | 826502 | 826502 | 298020 |
Largest Losing Trade | -49571 | -49571 | -23680 | -443546 | -443546 | -282868 |
Avg Bars in Trades | 42 | 32 | 53 | 42 | 32 | 53 |
Avg Bars in Winners | 65 | 46 | 84 | 65 | 46 | 84 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5352 | 2029 | 3323 | 5352 | 2029 | 3323 |
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 | 523228 | -132299 | -275644 | -77886 | -327992 | -232930 |
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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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