Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585449.3437 | 447661.433 | 137787.9107 | 296336.2957 | 33926.7982 | 262409.4976 |
Total P&L (%) | 585.4493 | 447.6614 | 137.7879 | 296.3363 | 33.9268 | 262.4095 |
Avg Daily Profit (%) | 0.3361 | 0.257 | 0.0791 | 0.0791 | 0.0168 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128938 | -153999 | -106975 | -526965 | -575057 | -330571 |
Profit Factor | 1.7935 | 2.0899 | 1.4213 | 1.1213 | 1.0248 | 1.244 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
Profitability (%) | 38.4615 | 27.1186 | 50 | 38.4615 | 27.1186 | 50 |
Ratio Avg Win / Avg Loss | 2.8696 | 5.6166 | 1.4213 | 1.7941 | 2.7542 | 1.244 |
Largest Winning Trade | 321191 | 321191 | 57080 | 321191 | 321191 | 183454 |
Largest Losing Trade | -31728 | -31285 | -31728 | -140887 | -137865 | -140887 |
Avg Bars in Trades | 58 | 51 | 65 | 58 | 51 | 65 |
Avg Bars in Winners | 96 | 102 | 92 | 96 | 102 | 92 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 6829 | 3049 | 3780 | 6829 | 3049 | 3780 |
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 | 303334 | -185353 | -266572 | -177536 | -562771 | -274529 |
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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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