Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784376.2801 | 643671.8685 | 140704.4116 | 736012.3594 | -578142.7384 | 1314155.0978 |
Total P&L (%) | 784.3763 | 643.6719 | 140.7044 | 736.0124 | -578.1427 | 1314.1551 |
Avg Daily Profit (%) | 0.4241 | 0.3481 | 0.0761 | 0.1149 | 0 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150565 | -133438 | -76239 | -2473775 | -3196624 | -1273956 |
Profit Factor | 2.2931 | 2.721 | 1.605 | 1.0814 | 0.9012 | 1.4116 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 42.1053 | 35.0877 | 49.1228 | 42.1053 | 35.0877 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.153 | 5.0339 | 1.6623 | 1.4869 | 1.6672 | 1.4621 |
Largest Winning Trade | 557453 | 557453 | 56294 | 1581193 | 1581193 | 801387 |
Largest Losing Trade | -45554 | -45554 | -33686 | -1012693 | -1012693 | -728577 |
Avg Bars in Trades | 47 | 46 | 49 | 47 | 46 | 49 |
Avg Bars in Winners | 69 | 75 | 65 | 69 | 75 | 65 |
Avg Bars in Losers | 31 | 31 | 33 | 31 | 31 | 33 |
Bars Traded | 5463 | 2656 | 2807 | 5463 | 2656 | 2807 |
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 | 415869 | -171637 | -268719 | -172972 | -764132 | -180886 |
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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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