Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643713.8915 | 524894.7291 | 118819.1624 | 793101.4764 | 904182.6269 | -111081.1505 |
Total P&L (%) | 643.7139 | 524.8947 | 118.8192 | 793.1015 | 904.1826 | -111.0812 |
Avg Daily Profit (%) | 0.2573 | 0.2098 | 0.0475 | 0.0876 | 0.0923 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132743 | -92714 | -102574 | -948408 | -503682 | -780145 |
Profit Factor | 1.939 | 2.5004 | 1.3539 | 1.2398 | 1.5422 | 0.9323 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 49.505 | 45.098 | 54 | 49.505 | 45.098 | 54 |
Ratio Avg Win / Avg Loss | 1.9777 | 3.0439 | 1.1533 | 1.2646 | 1.8774 | 0.7942 |
Largest Winning Trade | 276972 | 276972 | 64442 | 826423 | 826423 | 170063 |
Largest Losing Trade | -45003 | -45003 | -35323 | -351985 | -351985 | -275601 |
Avg Bars in Trades | 73 | 58 | 88 | 73 | 58 | 88 |
Avg Bars in Winners | 98 | 85 | 109 | 98 | 85 | 109 |
Avg Bars in Losers | 48 | 35 | 63 | 48 | 35 | 63 |
Bars Traded | 7384 | 2959 | 4425 | 7384 | 2959 | 4425 |
Profit Streak | 0 | 0 | 76.7332 | 0 | 0 | 76.7332 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442309 | -169074 | -308043 | -75849 | -248675 | -759756 |
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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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