Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590463.8248 | 454900.5915 | 135563.2333 | 839773.2162 | 711105.015 | 128668.2012 |
Total P&L (%) | 590.4638 | 454.9006 | 135.5632 | 839.7732 | 711.105 | 128.6682 |
Avg Daily Profit (%) | 0.3698 | 0.2849 | 0.0849 | 0.1404 | 0.1312 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125499 | -129536 | -67628 | -3090105 | -2280796 | -1296179 |
Profit Factor | 2.0536 | 2.572 | 1.5001 | 1.129 | 1.2149 | 1.0402 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 50.4202 | 46.6667 | 54.2373 | 50.4202 | 46.6667 | 54.2373 |
Ratio Avg Win / Avg Loss | 2.0193 | 2.9394 | 1.2657 | 1.1102 | 1.3885 | 0.8777 |
Largest Winning Trade | 282428 | 282428 | 63108 | 1140650 | 1140650 | 540746 |
Largest Losing Trade | -39768 | -25951 | -39768 | -636397 | -619709 | -636397 |
Avg Bars in Trades | 38 | 31 | 44 | 38 | 31 | 44 |
Avg Bars in Winners | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 4538 | 1912 | 2626 | 4538 | 1912 | 2626 |
Profit Streak | 0 | 0 | 16.3957 | 0 | 0 | 16.3957 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495469 | -157225 | -253850 | -83404 | -188387 | -477252 |
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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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