Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767314.6543 | 652291.326 | 115023.3283 | 952972.6325 | 181082.9164 | 771889.7161 |
Total P&L (%) | 767.3147 | 652.2913 | 115.0233 | 952.9726 | 181.0829 | 771.8897 |
Avg Daily Profit (%) | 0.3229 | 0.2745 | 0.0484 | 0.0991 | 0.0435 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102773 | -87417 | -111530 | -1236166 | -795281 | -608236 |
Profit Factor | 2.4212 | 3.3362 | 1.4412 | 1.3468 | 1.1142 | 1.6646 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 56.1798 | 54.5455 | 57.7778 | 56.1798 | 54.5455 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.8885 | 2.7802 | 1.0532 | 1.0505 | 0.9285 | 1.2165 |
Largest Winning Trade | 512986 | 512986 | 61185 | 607241 | 357243 | 607241 |
Largest Losing Trade | -47473 | -47473 | -33370 | -579525 | -378797 | -579525 |
Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Winners | 67 | 64 | 69 | 67 | 64 | 69 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 4503 | 2191 | 2312 | 4503 | 2191 | 2312 |
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 | 530649 | 565248 | -126238 | -58804 | -230768 | -67697 |
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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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