Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635726.8116 | 462350.8607 | 173375.951 | 845400.8548 | 184124.443 | 661276.4118 |
Total P&L (%) | 635.7268 | 462.3509 | 173.376 | 845.4009 | 184.1244 | 661.2764 |
Avg Daily Profit (%) | 0.3645 | 0.2651 | 0.0994 | 0.1289 | 0.0599 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127539 | -127860 | -70759 | -388668 | -472981 | -247221 |
Profit Factor | 1.9327 | 2.148 | 1.6218 | 1.3101 | 1.1152 | 1.586 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 47 | 16 | 31 | 47 | 16 | 31 |
Losing Trades | 78 | 47 | 31 | 78 | 47 | 31 |
Profitability (%) | 37.6 | 25.3968 | 50 | 37.6 | 25.3968 | 50 |
Ratio Avg Win / Avg Loss | 3.2075 | 6.3098 | 1.6218 | 2.1742 | 3.276 | 1.586 |
Largest Winning Trade | 269956 | 269956 | 66378 | 338894 | 338894 | 185161 |
Largest Losing Trade | -30485 | -30485 | -22610 | -215069 | -141838 | -215069 |
Avg Bars in Trades | 41 | 35 | 46 | 41 | 35 | 46 |
Avg Bars in Winners | 71 | 79 | 67 | 71 | 79 | 67 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 5127 | 2240 | 2887 | 5127 | 2240 | 2887 |
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 | 310430 | -162760 | -211390 | -23799 | -380647 | -188380 |
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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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