Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906711.1695 | 844506.8317 | 62204.3378 | 698748.271 | 853452.0232 | -154703.7521 |
Total P&L (%) | 906.7112 | 844.5068 | 62.2043 | 698.7483 | 853.452 | -154.7038 |
Avg Daily Profit (%) | 0.4838 | 0.4506 | 0.0332 | 0.1109 | 0.1204 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139174 | -85299 | -128037 | -642509 | -348042 | -548172 |
Profit Factor | 2.0549 | 2.8803 | 1.1516 | 1.268 | 1.6383 | 0.8782 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 48 | 39.6825 | 56.4516 | 48 | 39.6825 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.2261 | 4.378 | 0.8883 | 1.3737 | 2.4902 | 0.6775 |
Largest Winning Trade | 394529 | 394529 | 45401 | 621753 | 621753 | 396889 |
Largest Losing Trade | -50262 | -43511 | -50262 | -246605 | -185142 | -246605 |
Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Winners | 64 | 77 | 54 | 64 | 77 | 54 |
Avg Bars in Losers | 23 | 24 | 21 | 23 | 24 | 21 |
Bars Traded | 5360 | 2869 | 2491 | 5360 | 2869 | 2491 |
Profit Streak | 0 | 0 | 54.1209 | 0 | 0 | 54.1209 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501246 | -135291 | -357323 | -45026 | -179725 | -733559 |
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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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