Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598877.4514 | 535238.1913 | 63639.2601 | 113223.7118 | -20412.0725 | 133635.7843 |
Total P&L (%) | 598.8775 | 535.2382 | 63.6393 | 113.2237 | -20.4121 | 133.6358 |
Avg Daily Profit (%) | 0.2543 | 0.2273 | 0.027 | 0.0322 | -0.0097 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132958 | -103809 | -203289 | -131962 | -175692 | -115227 |
Profit Factor | 1.7038 | 2.1526 | 1.1647 | 1.1463 | 0.96 | 1.5082 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 43.0894 | 40.3226 | 45.9016 | 43.0894 | 40.3226 | 45.9016 |
Ratio Avg Win / Avg Loss | 2.2503 | 3.1858 | 1.3726 | 1.514 | 1.4209 | 1.7775 |
Largest Winning Trade | 216006 | 216006 | 56971 | 115773 | 115773 | 92200 |
Largest Losing Trade | -77106 | -37441 | -77106 | -95535 | -95535 | -56566 |
Avg Bars in Trades | 54 | 63 | 46 | 54 | 63 | 46 |
Avg Bars in Winners | 81 | 87 | 75 | 81 | 87 | 75 |
Avg Bars in Losers | 34 | 46 | 21 | 34 | 46 | 21 |
Bars Traded | 6751 | 3911 | 2840 | 6751 | 3911 | 2840 |
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 | 337306 | -145855 | -359880 | -210744 | -737332 | -305553 |
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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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