Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749045.0323 | 620415.8994 | 128629.1329 | 563230.7175 | 144891.9521 | 418338.7654 |
Total P&L (%) | 749.045 | 620.4159 | 128.6291 | 563.2307 | 144.892 | 418.3388 |
Avg Daily Profit (%) | 0.3857 | 0.3195 | 0.0662 | 0.0975 | 0.0461 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122139 | -125519 | -63096 | -1831775 | -1948650 | -731652 |
Profit Factor | 2.0287 | 2.402 | 1.4503 | 1.0791 | 1.032 | 1.161 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 52.459 | 49.1803 | 55.7377 | 52.459 | 49.1803 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.8385 | 2.4821 | 1.1517 | 0.9779 | 1.0664 | 0.9219 |
Largest Winning Trade | 437070 | 437070 | 56982 | 1710242 | 1710242 | 653800 |
Largest Losing Trade | -45177 | -45177 | -41696 | -676715 | -676715 | -498087 |
Avg Bars in Trades | 89 | 110 | 68 | 89 | 110 | 68 |
Avg Bars in Winners | 99 | 131 | 71 | 99 | 131 | 71 |
Avg Bars in Losers | 77 | 89 | 64 | 77 | 89 | 64 |
Bars Traded | 10899 | 6710 | 4189 | 10899 | 6710 | 4189 |
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 | 508437 | -148363 | -264419 | -196983 | -478585 | -285858 |
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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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