Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562815.7641 | 488301.5581 | 74514.206 | 248967.7605 | 155492.5703 | 93475.1902 |
Total P&L (%) | 562.8158 | 488.3016 | 74.5142 | 248.9678 | 155.4926 | 93.4752 |
Avg Daily Profit (%) | 0.225 | 0.1952 | 0.0298 | 0.05 | 0.0375 | 0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115797 | -106811 | -88888 | -266981 | -336852 | -172049 |
Profit Factor | 1.8874 | 2.6111 | 1.225 | 1.152 | 1.187 | 1.1159 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 42.8571 | 35.7143 | 50 | 42.8571 | 35.7143 | 50 |
Ratio Avg Win / Avg Loss | 2.5165 | 4.6999 | 1.225 | 1.536 | 2.1367 | 1.1159 |
Largest Winning Trade | 398815 | 398815 | 58257 | 260656 | 260656 | 141018 |
Largest Losing Trade | -44480 | -25873 | -44480 | -172049 | -72664 | -172049 |
Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Winners | 101 | 102 | 101 | 101 | 102 | 101 |
Avg Bars in Losers | 37 | 25 | 53 | 37 | 25 | 53 |
Bars Traded | 7305 | 2974 | 4331 | 7305 | 2974 | 4331 |
Profit Streak | 0 | 0 | 46.4525 | 0 | 0 | 46.4525 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336761 | -173328 | -332522 | -180847 | -342358 | -429717 |
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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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