Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575177.1655 | 470954.9579 | 104222.2076 | 632888.0309 | -15764.6375 | 648652.6684 |
Total P&L (%) | 575.1772 | 470.955 | 104.2222 | 632.888 | -15.7646 | 648.6527 |
Avg Daily Profit (%) | 0.3071 | 0.2514 | 0.0556 | 0.1064 | -0.0092 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86883 | -87627 | -53919 | -592570 | -601124 | -369528 |
Profit Factor | 2.2299 | 2.8886 | 1.4774 | 1.2439 | 0.9896 | 1.602 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 45.7143 | 45.283 | 46.1538 | 45.7143 | 45.283 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.648 | 3.4904 | 1.7236 | 1.4772 | 1.1958 | 1.869 |
Largest Winning Trade | 393197 | 393197 | 54052 | 355790 | 355790 | 295344 |
Largest Losing Trade | -39257 | -26855 | -39257 | -233954 | -233954 | -208407 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 77 | 74 | 79 | 77 | 74 | 79 |
Avg Bars in Losers | 28 | 34 | 22 | 28 | 34 | 22 |
Bars Traded | 5313 | 2783 | 2530 | 5313 | 2783 | 2530 |
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 | 425142 | -168313 | -297884 | -52167 | -761001 | -227524 |
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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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