Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449062.4402 | 278979.7533 | 170082.6869 | 437333.3775 | 226093.0731 | 211240.3044 |
Total P&L (%) | 449.0624 | 278.9798 | 170.0827 | 437.3334 | 226.0931 | 211.2403 |
Avg Daily Profit (%) | 0.2359 | 0.1466 | 0.0894 | 0.0884 | 0.0621 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108557 | -76994 | -67006 | -589081 | -349786 | -402680 |
Profit Factor | 1.7512 | 1.822 | 1.6581 | 1.1768 | 1.1684 | 1.1868 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 56.5217 | 55.1724 | 57.8947 | 56.5217 | 55.1724 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.3471 | 1.4804 | 1.2059 | 0.9053 | 0.9494 | 0.8631 |
Largest Winning Trade | 275496 | 275496 | 55270 | 312884 | 312884 | 160155 |
Largest Losing Trade | -38731 | -31538 | -38731 | -164325 | -130142 | -164325 |
Avg Bars in Trades | 30 | 19 | 42 | 30 | 19 | 42 |
Avg Bars in Winners | 38 | 17 | 59 | 38 | 17 | 59 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 3526 | 1113 | 2413 | 3526 | 1113 | 2413 |
Profit Streak | 0 | 0 | 42.6753 | 0 | 0 | 42.6753 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406360 | -174153 | -249248 | -101507 | -325992 | -307610 |
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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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