Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589020.0633 | 514867.317 | 74152.7464 | 502195.8085 | 142873.8367 | 359321.9717 |
Total P&L (%) | 589.0201 | 514.8673 | 74.1527 | 502.1958 | 142.8738 | 359.322 |
Avg Daily Profit (%) | 0.3122 | 0.2729 | 0.0393 | 0.0952 | 0.047 | 0.0808 |
Buy And Hold Return (%) | 19.893 | 19.893 | 19.893 | 19.893 | 19.893 | 19.893 |
Max Trade Drawdown | -82991 | -81653 | -58232 | -1041524 | -1013356 | -491281 |
Profit Factor | 2.0122 | 2.7174 | 1.2628 | 1.1028 | 1.0522 | 1.1675 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 53.9823 | 52.6316 | 55.3571 | 53.9823 | 52.6316 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.7153 | 2.4456 | 1.0184 | 0.9401 | 0.947 | 0.9415 |
Largest Winning Trade | 369104 | 369104 | 39434 | 659564 | 659564 | 240491 |
Largest Losing Trade | -47279 | -36977 | -47279 | -524832 | -524832 | -378090 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 3748 | 1719 | 2028 | 3748 | 1719 | 2028 |
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 | 490938 | -165868 | -322365 | -173693 | -474575 | -302368 |
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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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