Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793642.927 | 661814.4304 | 131828.4966 | 737660.8476 | 645734.5762 | 91926.2714 |
Total P&L (%) | 793.6429 | 661.8144 | 131.8285 | 737.6608 | 645.7346 | 91.9263 |
Avg Daily Profit (%) | 0.4238 | 0.3534 | 0.0704 | 0.1136 | 0.1074 | 0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245423 | -143451 | -148051 | -742023 | -411550 | -481385 |
Profit Factor | 2.0995 | 2.7016 | 1.396 | 1.4392 | 1.7585 | 1.111 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 54.0984 | 47.541 | 60.6557 | 54.0984 | 47.541 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.7814 | 2.9811 | 0.9055 | 1.2211 | 1.9405 | 0.7206 |
Largest Winning Trade | 310373 | 310373 | 40674 | 263609 | 263609 | 137155 |
Largest Losing Trade | -70231 | -32651 | -70231 | -306298 | -238358 | -306298 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 3507 | 1745 | 1762 | 3507 | 1745 | 1762 |
Profit Streak | 0 | 0 | 12.7496 | 0 | 0 | 12.7496 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542731 | -147855 | -259342 | -38891 | -208270 | -405901 |
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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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