Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700656.2655 | 594186.7934 | 106469.4721 | 859780.1872 | 312584.5347 | 547195.6525 |
Total P&L (%) | 700.6563 | 594.1868 | 106.4695 | 859.7802 | 312.5845 | 547.1957 |
Avg Daily Profit (%) | 0.3745 | 0.3176 | 0.0569 | 0.1209 | 0.0758 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52856 | -53352 | -30141 | -1121243 | -924770 | -450017 |
Profit Factor | 2.4844 | 3.0321 | 1.5928 | 1.1807 | 1.105 | 1.3073 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 52 | 50.7937 | 53.2258 | 52 | 50.7937 | 53.2258 |
Ratio Avg Win / Avg Loss | 2.2933 | 2.9373 | 1.3997 | 1.0899 | 1.0705 | 1.1488 |
Largest Winning Trade | 537837 | 537837 | 58293 | 941346 | 941346 | 380864 |
Largest Losing Trade | -49571 | -49571 | -25272 | -494005 | -494005 | -369169 |
Avg Bars in Trades | 42 | 32 | 53 | 42 | 32 | 53 |
Avg Bars in Winners | 64 | 44 | 84 | 64 | 44 | 84 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 5352 | 2031 | 3321 | 5352 | 2031 | 3321 |
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 | 534774 | -131742 | -268822 | -52261 | -343348 | -212874 |
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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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