Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548015.0016 | 510392.9571 | 37622.0446 | 238732.6213 | 18186.1712 | 220546.4501 |
Total P&L (%) | 548.015 | 510.393 | 37.622 | 238.7326 | 18.1862 | 220.5465 |
Avg Daily Profit (%) | 0.2966 | 0.2762 | 0.0204 | 0.0661 | 0.009 | 0.0631 |
Buy And Hold Return (%) | 31.618 | 31.618 | 31.618 | 31.618 | 31.618 | 31.618 |
Max Trade Drawdown | -104132 | -89855 | -111110 | -375674 | -319474 | -168420 |
Profit Factor | 1.7758 | 2.3761 | 1.1121 | 1.1374 | 1.018 | 1.3036 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 44.4444 | 38.9831 | 50 | 44.4444 | 38.9831 | 50 |
Ratio Avg Win / Avg Loss | 2.2197 | 3.7192 | 1.1121 | 1.4218 | 1.5934 | 1.3036 |
Largest Winning Trade | 316461 | 316461 | 47004 | 174238 | 174238 | 168268 |
Largest Losing Trade | -42589 | -27167 | -42589 | -127315 | -127315 | -113440 |
Avg Bars in Trades | 93 | 86 | 99 | 93 | 86 | 99 |
Avg Bars in Winners | 140 | 134 | 146 | 140 | 134 | 146 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 10886 | 5096 | 5790 | 10886 | 5096 | 5790 |
Profit Streak | 0 | 0 | 45.9492 | 0 | 0 | 45.9492 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373716 | -168027 | -549038 | -175944 | -727389 | -288128 |
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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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