Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489882.435 | 385891.0618 | 103991.3732 | 706267.6427 | 409774.519 | 296493.1237 |
Total P&L (%) | 489.8824 | 385.8911 | 103.9914 | 706.2676 | 409.7745 | 296.4931 |
Avg Daily Profit (%) | 0.2585 | 0.2036 | 0.0549 | 0.1102 | 0.086 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108940 | -70037 | -118516 | -453152 | -341474 | -250078 |
Profit Factor | 1.6997 | 2.2964 | 1.2584 | 1.3334 | 1.4224 | 1.2582 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 43.75 | 44.6429 | 42.8571 | 43.75 | 44.6429 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.1853 | 2.8475 | 1.6778 | 1.7143 | 1.7638 | 1.6776 |
Largest Winning Trade | 128236 | 128236 | 46893 | 242518 | 191477 | 242518 |
Largest Losing Trade | -44582 | -30259 | -44582 | -220293 | -220293 | -148410 |
Avg Bars in Trades | 47 | 34 | 60 | 47 | 34 | 60 |
Avg Bars in Winners | 78 | 45 | 112 | 78 | 45 | 112 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 5360 | 1948 | 3412 | 5360 | 1948 | 3412 |
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 | 331519 | -170114 | -301529 | -46182 | -258350 | -277744 |
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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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