Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545184.0171 | 475462.3226 | 69721.6945 | 393907.2907 | 104924.5806 | 288982.7101 |
Total P&L (%) | 545.184 | 475.4623 | 69.7217 | 393.9073 | 104.9246 | 288.9827 |
Avg Daily Profit (%) | 0.2913 | 0.254 | 0.0373 | 0.0854 | 0.0383 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79507 | -60817 | -58697 | -570359 | -346615 | -303543 |
Profit Factor | 2.1666 | 2.9418 | 1.3134 | 1.1521 | 1.0756 | 1.2406 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 46.1538 | 47.4576 | 44.8276 | 46.1538 | 47.4576 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.5277 | 3.257 | 1.6165 | 1.3441 | 1.1908 | 1.5269 |
Largest Winning Trade | 426294 | 426294 | 59892 | 378186 | 378186 | 294661 |
Largest Losing Trade | -42635 | -42635 | -30175 | -200051 | -129050 | -200051 |
Avg Bars in Trades | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Winners | 70 | 46 | 96 | 70 | 46 | 96 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 5386 | 2230 | 3156 | 5386 | 2230 | 3156 |
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 | 423164 | -163968 | -323946 | -133366 | -456757 | -277239 |
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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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