Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312990.8336 | 115750.1064 | 197240.7272 | 455670.3751 | -58312.7987 | 513983.1738 |
Total P&L (%) | 312.9908 | 115.7501 | 197.2407 | 455.6704 | -58.3128 | 513.9832 |
Avg Daily Profit (%) | 0.3044 | 0.1126 | 0.1918 | 0.1669 | -0.0851 | 0.1767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87017 | -71862 | -56510 | -578586 | -343717 | -315135 |
Profit Factor | 1.5747 | 1.4524 | 1.683 | 1.2226 | 0.9394 | 1.4736 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 55.9322 | 50.8475 | 61.0169 | 55.9322 | 50.8475 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.2407 | 1.404 | 1.0752 | 0.9632 | 0.9081 | 0.9414 |
Largest Winning Trade | 52253 | 46144 | 52253 | 229560 | 89715 | 229560 |
Largest Losing Trade | -32698 | -22294 | -32698 | -123605 | -101039 | -123605 |
Avg Bars in Trades | 33 | 23 | 44 | 33 | 23 | 44 |
Avg Bars in Winners | 34 | 20 | 46 | 34 | 20 | 46 |
Avg Bars in Losers | 32 | 25 | 40 | 32 | 25 | 40 |
Bars Traded | 3977 | 1369 | 2608 | 3977 | 1369 | 2608 |
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 | 408890 | -217990 | -165623 | 229130 | -757070 | -167936 |
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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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