Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581096.3454 | 530878.4601 | 50217.8854 | 259259.2155 | -45415.5821 | 304674.7976 |
Total P&L (%) | 581.0963 | 530.8785 | 50.2179 | 259.2592 | -45.4156 | 304.6748 |
Avg Daily Profit (%) | 0.3116 | 0.2847 | 0.0269 | 0.0686 | -0.0325 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107731 | -76033 | -59010 | -796529 | -726389 | -442322 |
Profit Factor | 2.1963 | 3.0652 | 1.2196 | 1.0718 | 0.9769 | 1.185 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 45.2991 | 43.1034 | 47.4576 | 45.2991 | 43.1034 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.6521 | 4.046 | 1.3503 | 1.2942 | 1.2895 | 1.312 |
Largest Winning Trade | 526895 | 526895 | 52061 | 512932 | 512932 | 367406 |
Largest Losing Trade | -42635 | -42635 | -30175 | -267325 | -206940 | -267325 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 68 | 51 | 84 | 68 | 51 | 84 |
Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
Bars Traded | 5318 | 2161 | 3157 | 5318 | 2161 | 3157 |
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 | 419524 | -168119 | -336293 | -244401 | -761848 | -287474 |
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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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