Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569903.1707 | 428758.2223 | 141144.9484 | 792766.6988 | -284190.7363 | 1076957.435 |
Total P&L (%) | 569.9032 | 428.7582 | 141.1449 | 792.7667 | -284.1907 | 1076.9574 |
Avg Daily Profit (%) | 0.2418 | 0.1819 | 0.0599 | 0.0929 | 0 | 0.1047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92892 | -103089 | -132180 | -1076336 | -976785 | -378258 |
Profit Factor | 1.7072 | 2.0197 | 1.3663 | 1.2125 | 0.8786 | 1.7751 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 42.6087 | 39.6552 | 45.614 | 42.6087 | 39.6552 | 45.614 |
Ratio Avg Win / Avg Loss | 2.2995 | 3.0735 | 1.629 | 1.6332 | 1.337 | 2.1165 |
Largest Winning Trade | 110409 | 110409 | 62634 | 572995 | 375771 | 572995 |
Largest Losing Trade | -48916 | -25003 | -48916 | -379061 | -379061 | -191731 |
Avg Bars in Trades | 60 | 47 | 73 | 60 | 47 | 73 |
Avg Bars in Winners | 96 | 72 | 117 | 96 | 72 | 117 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 6947 | 2732 | 4215 | 6947 | 2732 | 4215 |
Profit Streak | 0 | 0 | 80.5002 | 0 | 0 | 80.5002 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326212 | -173051 | -292553 | -70385 | -763467 | -230662 |
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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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