Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684368.8275 | 607031.724 | 77337.1035 | 365943.3271 | 467433.0534 | -101489.7263 |
Total P&L (%) | 684.3688 | 607.0317 | 77.3371 | 365.9433 | 467.4331 | -101.4897 |
Avg Daily Profit (%) | 0.284 | 0.2519 | 0.0321 | 0.0639 | 0.0721 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153839 | -88593 | -205817 | -471722 | -216001 | -665243 |
Profit Factor | 1.817 | 2.4227 | 1.1882 | 1.1595 | 1.4124 | 0.9126 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 49.1803 | 45.9016 | 52.459 | 49.1803 | 45.9016 | 52.459 |
Ratio Avg Win / Avg Loss | 1.8776 | 2.8553 | 1.0768 | 1.1981 | 1.6646 | 0.8271 |
Largest Winning Trade | 265934 | 265934 | 65910 | 336443 | 336443 | 129645 |
Largest Losing Trade | -47634 | -35839 | -47634 | -236129 | -105274 | -236129 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 52 | 46 | 58 | 52 | 46 | 58 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 4748 | 2125 | 2623 | 4748 | 2125 | 2623 |
Profit Streak | 0 | 58.0981 | 0 | 0 | 58.0981 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439469 | -149198 | -324910 | -152762 | -257143 | -742139 |
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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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