Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652517.5436 | 507835.8454 | 144681.6983 | 739003.3572 | -56464.2716 | 795467.6287 |
Total P&L (%) | 652.5175 | 507.8358 | 144.6817 | 739.0034 | -56.4643 | 795.4676 |
Avg Daily Profit (%) | 0.2775 | 0.216 | 0.0615 | 0.0905 | -0.0354 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141888 | -84537 | -177171 | -1139437 | -827901 | -571864 |
Profit Factor | 1.8622 | 2.3028 | 1.3942 | 1.2192 | 0.9713 | 1.5675 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 46.5347 | 39.2157 | 54 | 46.5347 | 39.2157 | 54 |
Ratio Avg Win / Avg Loss | 2.1395 | 3.5694 | 1.1876 | 1.4008 | 1.5056 | 1.3353 |
Largest Winning Trade | 129000 | 129000 | 66233 | 515223 | 515223 | 482122 |
Largest Losing Trade | -57610 | -27559 | -57610 | -482854 | -247644 | -482854 |
Avg Bars in Trades | 91 | 72 | 111 | 91 | 72 | 111 |
Avg Bars in Winners | 136 | 111 | 154 | 136 | 111 | 154 |
Avg Bars in Losers | 52 | 47 | 59 | 52 | 47 | 59 |
Bars Traded | 9272 | 3711 | 5561 | 9272 | 3711 | 5561 |
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 | 401600 | -171690 | -289647 | -73216 | -762249 | -245850 |
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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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