Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576530.5699 | 442684.7843 | 133845.7857 | 1457126.1554 | 1823586.4532 | -366460.2978 |
Total P&L (%) | 576.5306 | 442.6848 | 133.8458 | 1457.1262 | 1823.5865 | -366.4603 |
Avg Daily Profit (%) | 0.2456 | 0.1886 | 0.057 | 0.117 | 0.1261 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105133 | -63106 | -141095 | -1618554 | -581252 | -1278381 |
Profit Factor | 1.7942 | 2.6068 | 1.2972 | 1.2109 | 1.7342 | 0.9172 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 52.3585 | 51.8868 | 52.8302 | 52.3585 | 51.8868 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.6326 | 2.4172 | 1.1582 | 1.1018 | 1.6081 | 0.8189 |
Largest Winning Trade | 85291 | 85291 | 55004 | 702179 | 609441 | 702179 |
Largest Losing Trade | -72215 | -24824 | -72215 | -1090248 | -285552 | -1090248 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Losers | 23 | 19 | 26 | 23 | 19 | 26 |
Bars Traded | 6747 | 3369 | 3378 | 6747 | 3369 | 3378 |
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 | 476872 | 448834 | -116607 | -35376 | -21049 | -580683 |
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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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