Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535625.8363 | 490981.5971 | 44644.2392 | 214150.0969 | 251225.4644 | -37075.3675 |
Total P&L (%) | 535.6258 | 490.9816 | 44.6442 | 214.1501 | 251.2255 | -37.0754 |
Avg Daily Profit (%) | 0.2943 | 0.2698 | 0.0245 | 0.0629 | 0.069 | -0.0254 |
Buy And Hold Return (%) | 123.954 | 123.954 | 123.954 | 123.954 | 123.954 | 123.954 |
Max Trade Drawdown | -128836 | -92965 | -102493 | -167540 | -144796 | -218906 |
Profit Factor | 1.8401 | 2.4963 | 1.1443 | 1.1877 | 1.4274 | 0.933 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 52.2523 | 54.5455 | 50 | 52.2523 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 1.6815 | 2.0803 | 1.1443 | 1.0853 | 1.1895 | 0.933 |
Largest Winning Trade | 278069 | 278069 | 76172 | 204411 | 204411 | 127561 |
Largest Losing Trade | -44133 | -44133 | -32957 | -83693 | -83693 | -54316 |
Avg Bars in Trades | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Winners | 32 | 22 | 42 | 32 | 22 | 42 |
Avg Bars in Losers | 24 | 38 | 12 | 24 | 38 | 12 |
Bars Traded | 3184 | 1657 | 1527 | 3184 | 1657 | 1527 |
Profit Streak | 0 | 86.2081 | 0 | 0 | 86.2081 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405482 | -167786 | -567479 | -130871 | -285094 | -760555 |
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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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