Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531441.4004 | 414770.3146 | 116671.0858 | 395093.9352 | 129632.2633 | 265461.6719 |
Total P&L (%) | 531.4414 | 414.7703 | 116.6711 | 395.0939 | 129.6323 | 265.4617 |
Avg Daily Profit (%) | 0.2871 | 0.2241 | 0.063 | 0.0865 | 0.0449 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130716 | -100045 | -123326 | -737629 | -540903 | -499849 |
Profit Factor | 1.7745 | 2.2917 | 1.3196 | 1.1276 | 1.0881 | 1.1632 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 50.4065 | 43.5484 | 57.377 | 50.4065 | 43.5484 | 57.377 |
Ratio Avg Win / Avg Loss | 1.7459 | 2.9707 | 0.9803 | 1.1094 | 1.4105 | 0.8641 |
Largest Winning Trade | 264762 | 264762 | 63294 | 425031 | 425031 | 273406 |
Largest Losing Trade | -50452 | -50452 | -40315 | -316929 | -233183 | -316929 |
Avg Bars in Trades | 29 | 21 | 38 | 29 | 21 | 38 |
Avg Bars in Winners | 38 | 24 | 48 | 38 | 24 | 48 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 3661 | 1307 | 2354 | 3661 | 1307 | 2354 |
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 | 460947 | -144499 | -270952 | -157085 | -413196 | -302768 |
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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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