Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560202.6728 | 467524.6651 | 92678.0077 | 199024.6412 | -13347.5652 | 212372.2064 |
Total P&L (%) | 560.2027 | 467.5247 | 92.678 | 199.0246 | -13.3476 | 212.3722 |
Avg Daily Profit (%) | 0.2379 | 0.1985 | 0.0394 | 0.0465 | -0.0061 | 0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147653 | -57928 | -191014 | -378179 | -237735 | -163822 |
Profit Factor | 1.6863 | 2.2357 | 1.2116 | 1.1329 | 0.9814 | 1.2721 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 47.9675 | 43.5484 | 52.459 | 47.9675 | 43.5484 | 52.459 |
Ratio Avg Win / Avg Loss | 1.8292 | 2.8981 | 1.0981 | 1.2289 | 1.2722 | 1.1529 |
Largest Winning Trade | 227948 | 227948 | 68236 | 274673 | 170323 | 274673 |
Largest Losing Trade | -77416 | -23302 | -77416 | -128733 | -126647 | -128733 |
Avg Bars in Trades | 56 | 46 | 66 | 56 | 46 | 66 |
Avg Bars in Winners | 84 | 66 | 99 | 84 | 66 | 99 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 6950 | 2881 | 4068 | 6950 | 2881 | 4068 |
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 | 399320 | -145103 | -302151 | -205611 | -736078 | -289750 |
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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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