Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678925.5992 | 626425.4233 | 52500.1759 | 61620.6905 | 151738.757 | -90118.0665 |
Total P&L (%) | 678.9256 | 626.4254 | 52.5002 | 61.6207 | 151.7388 | -90.1181 |
Avg Daily Profit (%) | 0.3658 | 0.3375 | 0.0283 | 0.0259 | 0.0498 | -0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226517 | -155262 | -107970 | -822031 | -587875 | -451873 |
Profit Factor | 1.8686 | 2.6297 | 1.1322 | 1.0267 | 1.1484 | 0.93 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 49.5496 | 44.6429 | 54.5455 | 49.5496 | 44.6429 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.9026 | 3.2608 | 0.9435 | 1.0453 | 1.424 | 0.775 |
Largest Winning Trade | 560293 | 560293 | 69621 | 618332 | 618332 | 319170 |
Largest Losing Trade | -58952 | -40101 | -58952 | -280183 | -180405 | -280183 |
Avg Bars in Trades | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Winners | 43 | 35 | 49 | 43 | 35 | 49 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 3571 | 1435 | 2136 | 3571 | 1435 | 2136 |
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 | 472365 | -167632 | -412548 | -349938 | -365668 | -760244 |
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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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