Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586937.226 | 494828.803 | 92108.4229 | 1428191.131 | 697392.7683 | 730798.3627 |
Total P&L (%) | 586.9372 | 494.8288 | 92.1084 | 1428.1911 | 697.3928 | 730.7984 |
Avg Daily Profit (%) | 0.297 | 0.2504 | 0.0466 | 0.1381 | 0.1051 | 0.1072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97005 | -63740 | -194696 | -457386 | -457386 | -295889 |
Profit Factor | 2.2372 | 3.4608 | 1.337 | 1.8665 | 1.689 | 2.149 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 32.2917 | 35.4167 | 29.1667 | 32.2917 | 35.4167 | 29.1667 |
Ratio Avg Win / Avg Loss | 4.691 | 6.3108 | 3.247 | 3.9136 | 3.0799 | 5.219 |
Largest Winning Trade | 175929 | 175929 | 82557 | 479785 | 479785 | 320101 |
Largest Losing Trade | -31334 | -23035 | -31334 | -457386 | -457386 | -101318 |
Avg Bars in Trades | 120 | 108 | 131 | 120 | 108 | 131 |
Avg Bars in Winners | 268 | 226 | 320 | 268 | 226 | 320 |
Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
Bars Traded | 11546 | 5228 | 6318 | 11546 | 5228 | 6318 |
Profit Streak | 0 | 0 | 652.6759 | 0 | 0 | 652.6759 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 233797 | 327191 | -139637 | -11364 | -54605 | -55767 |
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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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