Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640427.2429 | 568039.5058 | 72387.7371 | 224525.4615 | 827460.3258 | -602934.8643 |
Total P&L (%) | 640.4272 | 568.0395 | 72.3877 | 224.5255 | 827.4603 | -602.9349 |
Avg Daily Profit (%) | 0.2652 | 0.2352 | 0.03 | 0.0488 | 0.0923 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160100 | -108019 | -160664 | -1342381 | -714903 | -1300785 |
Profit Factor | 1.8177 | 2.4615 | 1.1835 | 1.057 | 1.483 | 0.729 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 41.5929 | 38.5965 | 44.6429 | 41.5929 | 38.5965 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.5525 | 3.916 | 1.4675 | 1.4843 | 2.3593 | 0.9039 |
Largest Winning Trade | 261525 | 261525 | 65180 | 646442 | 646442 | 217800 |
Largest Losing Trade | -49187 | -43514 | -49187 | -597365 | -187238 | -597365 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 92 | 86 | 97 | 92 | 86 | 97 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 7156 | 3347 | 3809 | 7156 | 3347 | 3809 |
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 | 326655 | -171738 | -353694 | -288586 | -251834 | -762916 |
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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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