Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043694.31 | 969567.6518 | 74126.6581 | 368331.6073 | -84682.9907 | 453014.598 |
Total P&L (%) | 1043.6943 | 969.5677 | 74.1267 | 368.3316 | -84.683 | 453.0146 |
Avg Daily Profit (%) | 0.5381 | 0.4999 | 0.0382 | 0.0796 | -0.0967 | 0.0882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227853 | -144510 | -97709 | -322045 | -467263 | -199241 |
Profit Factor | 2.2564 | 2.9828 | 1.2169 | 1.1799 | 0.9357 | 1.6206 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 50 | 41.1765 | 58.8235 | 50 | 41.1765 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.2564 | 4.2611 | 0.8519 | 1.1799 | 1.3368 | 1.1344 |
Largest Winning Trade | 754069 | 754069 | 51032 | 230078 | 230078 | 150929 |
Largest Losing Trade | -45708 | -40414 | -45708 | -154487 | -142465 | -154487 |
Avg Bars in Trades | 110 | 124 | 96 | 110 | 124 | 96 |
Avg Bars in Winners | 138 | 161 | 122 | 138 | 161 | 122 |
Avg Bars in Losers | 82 | 98 | 58 | 82 | 98 | 58 |
Bars Traded | 11256 | 6357 | 4899 | 11256 | 6357 | 4899 |
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 | 557779 | -167189 | -322853 | -109025 | -762598 | -252148 |
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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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