Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686517.0377 | 516554.0927 | 169962.9449 | 814039.5065 | 102898.1114 | 711141.3952 |
Total P&L (%) | 686.517 | 516.5541 | 169.9629 | 814.0395 | 102.8981 | 711.1414 |
Avg Daily Profit (%) | 0.3907 | 0.294 | 0.0967 | 0.126 | 0.0403 | 0.1192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117894 | -114397 | -61102 | -889810 | -982979 | -415748 |
Profit Factor | 1.9853 | 2.175 | 1.6609 | 1.222 | 1.044 | 1.5359 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 37.2093 | 30.7692 | 43.75 | 37.2093 | 30.7692 | 43.75 |
Ratio Avg Win / Avg Loss | 3.3501 | 4.8937 | 2.1355 | 2.0621 | 2.3489 | 1.9748 |
Largest Winning Trade | 347820 | 347820 | 64047 | 549618 | 549618 | 319171 |
Largest Losing Trade | -37729 | -37729 | -22133 | -230854 | -230854 | -213547 |
Avg Bars in Trades | 159 | 150 | 167 | 159 | 150 | 167 |
Avg Bars in Winners | 313 | 311 | 314 | 313 | 311 | 314 |
Avg Bars in Losers | 67 | 79 | 53 | 67 | 79 | 53 |
Bars Traded | 20513 | 9784 | 10729 | 20513 | 9784 | 10729 |
Profit Streak | 0 | 0 | 155.4807 | 0 | 0 | 155.4807 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317053 | -126458 | -201235 | -28306 | -449605 | -171365 |
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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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