Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937521.3205 | 885864.2612 | 51657.0594 | 55894.6731 | -17511.2833 | 73405.9564 |
Total P&L (%) | 937.5213 | 885.8643 | 51.6571 | 55.8947 | -17.5113 | 73.406 |
Avg Daily Profit (%) | 0.3971 | 0.3752 | 0.0219 | 0.0188 | -0.0082 | 0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140448 | -98530 | -175731 | -256932 | -378743 | -221650 |
Profit Factor | 2.2139 | 3.3475 | 1.1308 | 1.0357 | 0.9786 | 1.0981 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 48.2759 | 39.6552 | 56.8966 | 48.2759 | 39.6552 | 56.8966 |
Ratio Avg Win / Avg Loss | 2.372 | 5.094 | 0.8567 | 1.1097 | 1.4891 | 0.8319 |
Largest Winning Trade | 867534 | 867534 | 69059 | 206320 | 206320 | 152232 |
Largest Losing Trade | -67110 | -32459 | -67110 | -113909 | -110299 | -113909 |
Avg Bars in Trades | 59 | 55 | 62 | 59 | 55 | 62 |
Avg Bars in Winners | 82 | 78 | 85 | 82 | 78 | 85 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 6899 | 3246 | 3653 | 6899 | 3246 | 3653 |
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 | 488620 | -168420 | -422342 | -350289 | -763467 | -455123 |
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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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