Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775882.0309 | 764018.3648 | 11863.6661 | -43852.4748 | -34387.9663 | -9464.5085 |
Total P&L (%) | 775.882 | 764.0184 | 11.8637 | -43.8525 | -34.388 | -9.4645 |
Avg Daily Profit (%) | 0.4019 | 0.3958 | 0.0061 | -0.0299 | -0.0218 | -0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152430 | -164634 | -138708 | -259117 | -289372 | -129188 |
Profit Factor | 1.9149 | 2.8285 | 1.0276 | 0.9492 | 0.9227 | 0.9774 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 40.5172 | 32.7586 | 48.2759 | 40.5172 | 32.7586 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8113 | 5.8058 | 1.101 | 1.3935 | 1.894 | 1.0472 |
Largest Winning Trade | 727609 | 727609 | 38089 | 209570 | 209570 | 59174 |
Largest Losing Trade | -82072 | -24920 | -82072 | -110729 | -73355 | -110729 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Losers | 44 | 43 | 46 | 44 | 43 | 46 |
Bars Traded | 7500 | 3492 | 4009 | 7500 | 3492 | 4009 |
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 | 360710 | -171928 | -663327 | -582491 | -765038 | -759837 |
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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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