Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607364.8578 | 549228.3279 | 58136.5299 | 240805.5232 | 256952.1033 | -16146.5801 |
Total P&L (%) | 607.3649 | 549.2283 | 58.1365 | 240.8055 | 256.9521 | -16.1466 |
Avg Daily Profit (%) | 0.3071 | 0.2777 | 0.0294 | 0.062 | 0.0644 | -0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132439 | -140223 | -102335 | -516737 | -652657 | -455839 |
Profit Factor | 1.8599 | 2.2823 | 1.2091 | 1.1127 | 1.2022 | 0.9814 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 38.9474 | 37.5 | 40.4255 | 38.9474 | 37.5 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.9155 | 3.8039 | 1.7818 | 1.7442 | 2.0037 | 1.4462 |
Largest Winning Trade | 233679 | 233679 | 75899 | 301289 | 301289 | 278293 |
Largest Losing Trade | -50156 | -50156 | -49953 | -292719 | -154949 | -292719 |
Avg Bars in Trades | 38 | 45 | 32 | 38 | 45 | 32 |
Avg Bars in Winners | 58 | 63 | 54 | 58 | 63 | 54 |
Avg Bars in Losers | 26 | 34 | 16 | 26 | 34 | 16 |
Bars Traded | 3699 | 2193 | 1506 | 3699 | 2193 | 1506 |
Profit Streak | 0 | 0 | 644.3339 | 0 | 0 | 644.3339 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303776 | 297893 | -156069 | -209643 | -111159 | -581421 |
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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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