Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584975.8037 | 473342.6805 | 111633.1231 | 935750.7468 | 719196.0556 | 216554.6913 |
Total P&L (%) | 584.9758 | 473.3427 | 111.6331 | 935.7507 | 719.1961 | 216.5547 |
Avg Daily Profit (%) | 0.3137 | 0.2538 | 0.0599 | 0.1254 | 0.1129 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165731 | -97417 | -88857 | -741650 | -396193 | -429263 |
Profit Factor | 2.0227 | 2.5818 | 1.4093 | 1.4615 | 1.7168 | 1.2114 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 48.6957 | 49.1228 | 48.2759 | 48.6957 | 49.1228 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.1311 | 2.6741 | 1.51 | 1.5398 | 1.7781 | 1.298 |
Largest Winning Trade | 312724 | 312724 | 51258 | 394159 | 394159 | 233702 |
Largest Losing Trade | -50433 | -50433 | -39414 | -256753 | -129312 | -256753 |
Avg Bars in Trades | 47 | 44 | 51 | 47 | 44 | 51 |
Avg Bars in Winners | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 5482 | 2521 | 2961 | 5482 | 2521 | 2961 |
Profit Streak | 0 | 123.4153 | 0 | 0 | 123.4153 | 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 | 455469 | -166433 | -291846 | -23146 | -218103 | -291566 |
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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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