Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594956.8755 | 573581.2964 | 21375.5791 | 115979.8297 | 181166.5203 | -65186.6906 |
Total P&L (%) | 594.9569 | 573.5813 | 21.3756 | 115.9798 | 181.1665 | -65.1867 |
Avg Daily Profit (%) | 0.3193 | 0.3078 | 0.0115 | 0.0413 | 0.0555 | -0.0566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123322 | -73163 | -59096 | -576435 | -488528 | -269064 |
Profit Factor | 2.1389 | 3.0288 | 1.0892 | 1.0504 | 1.1419 | 0.9363 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 46.729 | 49.0566 | 44.4444 | 46.729 | 49.0566 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4384 | 3.1453 | 1.3615 | 1.1975 | 1.1859 | 1.1703 |
Largest Winning Trade | 563189 | 563189 | 53897 | 616781 | 616781 | 175110 |
Largest Losing Trade | -57862 | -57862 | -28828 | -255040 | -255040 | -179264 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 43 | 31 | 56 | 43 | 31 | 56 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 3548 | 1471 | 2077 | 3548 | 1471 | 2077 |
Profit Streak | 0 | 36.1891 | 0 | 0 | 36.1891 | 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 | 436965 | -164856 | -488124 | -303725 | -362823 | -761327 |
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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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