Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658185.1419 | 595954.7505 | 62230.3914 | 308599.0916 | 41029.6826 | 267569.4089 |
Total P&L (%) | 658.1851 | 595.9548 | 62.2304 | 308.5991 | 41.0297 | 267.5694 |
Avg Daily Profit (%) | 0.3528 | 0.3194 | 0.0334 | 0.0755 | 0.0184 | 0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91190 | -52799 | -53891 | -921666 | -641646 | -452376 |
Profit Factor | 2.2386 | 3.1227 | 1.2483 | 1.0812 | 1.0203 | 1.1507 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 45.7627 | 40.678 | 50.8475 | 45.7627 | 40.678 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.6532 | 4.5539 | 1.2067 | 1.2815 | 1.4879 | 1.1124 |
Largest Winning Trade | 537093 | 537093 | 53713 | 532422 | 532422 | 344017 |
Largest Losing Trade | -42687 | -42687 | -36126 | -312858 | -210156 | -312858 |
Avg Bars in Trades | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Winners | 70 | 53 | 83 | 70 | 53 | 83 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 5332 | 2292 | 3040 | 5332 | 2292 | 3040 |
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 | 441712 | -165558 | -325652 | -224687 | -549175 | -331056 |
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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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