Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846592.4531 | 706766.1562 | 139826.2969 | 550024.6024 | -55075.3151 | 605099.9175 |
Total P&L (%) | 846.5925 | 706.7662 | 139.8263 | 550.0246 | -55.0753 | 605.0999 |
Avg Daily Profit (%) | 0.4565 | 0.3811 | 0.0754 | 0.101 | -0.0431 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76518 | -122268 | -45887 | -804388 | -638806 | -325039 |
Profit Factor | 2.2103 | 2.6127 | 1.5353 | 1.1501 | 0.9759 | 1.4396 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 37.4046 | 30.303 | 44.6154 | 37.4046 | 30.303 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.6989 | 6.0091 | 1.9059 | 1.9247 | 2.2446 | 1.7871 |
Largest Winning Trade | 690228 | 690228 | 49229 | 623929 | 623929 | 373023 |
Largest Losing Trade | -27996 | -27996 | -16331 | -169373 | -164337 | -169373 |
Avg Bars in Trades | 83 | 74 | 93 | 83 | 74 | 93 |
Avg Bars in Winners | 157 | 162 | 154 | 157 | 162 | 154 |
Avg Bars in Losers | 39 | 36 | 43 | 39 | 36 | 43 |
Bars Traded | 10974 | 4917 | 6057 | 10974 | 4917 | 6057 |
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 | 355881 | -117549 | -223685 | -116545 | -710118 | -183879 |
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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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