Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708638.0028 | 450545.4539 | 258092.5489 | 3262194.9154 | 2017.3826 | 3260177.5327 |
Total P&L (%) | 708.638 | 450.5455 | 258.0925 | 3262.1949 | 2.0174 | 3260.1775 |
Avg Daily Profit (%) | 0.4041 | 0.2569 | 0.1472 | 0.2006 | 0.0011 | 0.2006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131554 | -115390 | -65942 | -3014921 | -2567315 | -1804704 |
Profit Factor | 2.2794 | 2.3554 | 2.1654 | 1.3177 | 1.0003 | 1.8151 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 58 | 36 | 22 | 58 | 36 | 22 |
Profitability (%) | 50.4274 | 38.9831 | 62.069 | 50.4274 | 38.9831 | 62.069 |
Ratio Avg Win / Avg Loss | 2.2408 | 3.6867 | 1.3233 | 1.2954 | 1.5657 | 1.1092 |
Largest Winning Trade | 252036 | 252036 | 52017 | 1704355 | 1704355 | 1164669 |
Largest Losing Trade | -37418 | -26939 | -37418 | -1350260 | -1107400 | -1350260 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 63 | 58 | 66 | 63 | 58 | 66 |
Avg Bars in Losers | 23 | 18 | 32 | 23 | 18 | 32 |
Bars Traded | 5125 | 1999 | 3126 | 5125 | 1999 | 3126 |
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 | 521551 | -168648 | -172058 | 309646 | -757369 | -168115 |
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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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