Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656948.0763 | 547843.2298 | 109104.8464 | 870134.9933 | 113710.4229 | 756424.5704 |
Total P&L (%) | 656.9481 | 547.8432 | 109.1048 | 870.135 | 113.7104 | 756.4246 |
Avg Daily Profit (%) | 0.3521 | 0.2936 | 0.0585 | 0.1218 | 0.0407 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65709 | -77332 | -51003 | -851157 | -554256 | -557136 |
Profit Factor | 2.2847 | 2.9927 | 1.4614 | 1.2505 | 1.055 | 1.5375 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 47.1545 | 43.5484 | 50.8197 | 47.1545 | 43.5484 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.5604 | 3.8794 | 1.4143 | 1.4014 | 1.3676 | 1.4879 |
Largest Winning Trade | 427005 | 427005 | 48950 | 502076 | 502076 | 470890 |
Largest Losing Trade | -39257 | -25943 | -39257 | -366005 | -366005 | -297040 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Losers | 31 | 38 | 23 | 31 | 38 | 23 |
Bars Traded | 5378 | 2826 | 2552 | 5378 | 2826 | 2552 |
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 | 464642 | -142413 | -275349 | -30927 | -455483 | -198885 |
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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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