Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493352.0547 | 465119.9387 | 28232.116 | 8685.4087 | 61471.4889 | -52786.0801 |
Total P&L (%) | 493.3521 | 465.1199 | 28.2321 | 8.6854 | 61.4715 | -52.7861 |
Avg Daily Profit (%) | 0.2144 | 0.2022 | 0.0123 | 0.0036 | 0.0208 | -0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157169 | -197256 | -60217 | -251685 | -213117 | -117549 |
Profit Factor | 1.715 | 2.1337 | 1.1009 | 1.0135 | 1.1593 | 0.7947 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 44.3478 | 40.3509 | 48.2759 | 44.3478 | 40.3509 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.1522 | 3.1541 | 1.1796 | 1.2719 | 1.7137 | 0.8514 |
Largest Winning Trade | 432812 | 432812 | 42344 | 115233 | 115233 | 56668 |
Largest Losing Trade | -46518 | -46518 | -37803 | -103338 | -103338 | -49137 |
Avg Bars in Trades | 57 | 87 | 27 | 57 | 87 | 27 |
Avg Bars in Winners | 61 | 90 | 37 | 61 | 90 | 37 |
Avg Bars in Losers | 53 | 84 | 18 | 53 | 84 | 18 |
Bars Traded | 6564 | 4964 | 1600 | 6564 | 4964 | 1600 |
Profit Streak | 0 | 124.9176 | 0 | 0 | 124.9176 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327675 | -171543 | -469657 | -561320 | -393082 | -761226 |
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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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