Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770566.0449 | 658981.0364 | 111585.0085 | 400422.436 | -239200.145 | 639622.5809 |
Total P&L (%) | 770.566 | 658.981 | 111.585 | 400.4224 | -239.2001 | 639.6226 |
Avg Daily Profit (%) | 0.4788 | 0.4095 | 0.0693 | 0.1001 | 0 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86603 | -116785 | -33000 | -1021375 | -1224827 | -299870 |
Profit Factor | 2.0698 | 2.3857 | 1.4559 | 1.1273 | 0.8983 | 1.807 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 49.5413 | 40 | 59.2593 | 49.5413 | 40 | 59.2593 |
Ratio Avg Win / Avg Loss | 2.1081 | 3.5786 | 1.001 | 1.1482 | 1.3474 | 1.2423 |
Largest Winning Trade | 407132 | 407132 | 35352 | 504705 | 504705 | 265395 |
Largest Losing Trade | -38976 | -38976 | -29246 | -318537 | -318537 | -157597 |
Avg Bars in Trades | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Winners | 67 | 79 | 59 | 67 | 79 | 59 |
Avg Bars in Losers | 45 | 47 | 42 | 45 | 47 | 42 |
Bars Traded | 6153 | 3313 | 2840 | 6153 | 3313 | 2840 |
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 | 520821 | -169571 | -278171 | -139663 | -763055 | -203036 |
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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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