Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482705.8145 | 435738.8318 | 46966.9827 | 49170.7301 | -45330.004 | 94500.7341 |
Total P&L (%) | 482.7058 | 435.7388 | 46.967 | 49.1707 | -45.33 | 94.5007 |
Avg Daily Profit (%) | 0.2559 | 0.231 | 0.0249 | 0.0212 | -0.032 | 0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172549 | -134702 | -81647 | -517057 | -485689 | -244348 |
Profit Factor | 1.5302 | 1.8546 | 1.1172 | 1.0238 | 0.9641 | 1.118 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 45.8647 | 43.2836 | 48.4848 | 45.8647 | 43.2836 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.8061 | 2.4301 | 1.1871 | 1.2084 | 1.2633 | 1.1879 |
Largest Winning Trade | 317749 | 317749 | 32114 | 273506 | 273506 | 131040 |
Largest Losing Trade | -51640 | -51640 | -37050 | -295195 | -295195 | -193211 |
Avg Bars in Trades | 41 | 45 | 36 | 41 | 45 | 36 |
Avg Bars in Winners | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 5453 | 3041 | 2411 | 5453 | 3041 | 2411 |
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 | 340002 | -108164 | -377543 | -361519 | -698681 | -361224 |
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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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