Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509503.3524 | 384962.4231 | 124540.9293 | 76482.4169 | -13174.2337 | 89656.6505 |
Total P&L (%) | 509.5034 | 384.9624 | 124.5409 | 76.4824 | -13.1742 | 89.6567 |
Avg Daily Profit (%) | 0.2818 | 0.2129 | 0.0689 | 0.0314 | -0.0078 | 0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119537 | -99645 | -57748 | -1022933 | -721173 | -439983 |
Profit Factor | 1.8353 | 2.2243 | 1.4214 | 1.0227 | 0.9919 | 1.0512 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 44.7154 | 41.9355 | 47.541 | 44.7154 | 41.9355 | 47.541 |
Ratio Avg Win / Avg Loss | 2.2691 | 3.0798 | 1.5685 | 1.2644 | 1.3734 | 1.1599 |
Largest Winning Trade | 468738 | 468738 | 69702 | 525082 | 525082 | 386057 |
Largest Losing Trade | -46123 | -28569 | -46123 | -399497 | -269739 | -399497 |
Avg Bars in Trades | 42 | 33 | 52 | 42 | 33 | 52 |
Avg Bars in Winners | 64 | 45 | 81 | 64 | 45 | 81 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 5277 | 2072 | 3205 | 5277 | 2072 | 3205 |
Profit Streak | 0 | 0 | 16.2132 | 0 | 0 | 16.2132 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377658 | -145629 | -261085 | -348225 | -736705 | -471877 |
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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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