Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505280.62 | 478107.3462 | 27173.2738 | 107677.808 | 117336.9885 | -9659.1805 |
Total P&L (%) | 505.2806 | 478.1073 | 27.1733 | 107.6778 | 117.337 | -9.6592 |
Avg Daily Profit (%) | 0.2711 | 0.2566 | 0.0146 | 0.0392 | 0.0417 | -0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114500 | -74292 | -86211 | -445311 | -221528 | -259692 |
Profit Factor | 1.8248 | 2.4589 | 1.0954 | 1.0617 | 1.1283 | 0.9884 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 46.3415 | 45.9016 | 46.7742 | 46.3415 | 45.9016 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.1129 | 2.898 | 1.2465 | 1.2293 | 1.3298 | 1.1247 |
Largest Winning Trade | 426123 | 426123 | 56721 | 300117 | 300117 | 160429 |
Largest Losing Trade | -55843 | -55843 | -27513 | -151779 | -108702 | -151779 |
Avg Bars in Trades | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Winners | 44 | 32 | 55 | 44 | 32 | 55 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 3545 | 1454 | 2091 | 3545 | 1454 | 2091 |
Profit Streak | 0 | 34.2431 | 0 | 0 | 34.2431 | 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 | 406413 | -149664 | -447768 | -293986 | -379125 | -734546 |
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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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