Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720400.1221 | 643876.2813 | 76523.8407 | 147952.7083 | 57613.2122 | 90339.4961 |
Total P&L (%) | 720.4001 | 643.8763 | 76.5238 | 147.9527 | 57.6132 | 90.3395 |
Avg Daily Profit (%) | 0.3898 | 0.3484 | 0.0414 | 0.0491 | 0.0246 | 0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145060 | -107989 | -109294 | -612359 | -428270 | -364747 |
Profit Factor | 2.1507 | 2.9234 | 1.2627 | 1.0772 | 1.0562 | 1.1014 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 39.3617 | 31.9149 | 46.8085 | 39.3617 | 31.9149 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.3132 | 6.2365 | 1.4349 | 1.6595 | 2.2533 | 1.2516 |
Largest Winning Trade | 627530 | 627530 | 65498 | 450878 | 450878 | 184507 |
Largest Losing Trade | -50624 | -29954 | -50624 | -258160 | -128537 | -258160 |
Avg Bars in Trades | 58 | 48 | 67 | 58 | 48 | 67 |
Avg Bars in Winners | 105 | 99 | 108 | 105 | 99 | 108 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 5459 | 2299 | 3160 | 5459 | 2299 | 3160 |
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 | 355107 | 285695 | -138907 | -265614 | -325307 | -256520 |
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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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