Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630112.2224 | 476754.1518 | 153358.0707 | 1249329.8057 | 712959.1292 | 536370.6765 |
Total P&L (%) | 630.1122 | 476.7542 | 153.3581 | 1249.3298 | 712.9591 | 536.3707 |
Avg Daily Profit (%) | 0.395 | 0.2988 | 0.0961 | 0.1632 | 0.1314 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100430 | -89305 | -56207 | -1760924 | -1388194 | -486117 |
Profit Factor | 2.3166 | 2.8587 | 1.6905 | 1.2904 | 1.3121 | 1.2658 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 52.7778 | 48.1481 | 57.4074 | 52.7778 | 48.1481 | 57.4074 |
Ratio Avg Win / Avg Loss | 2.0727 | 3.0786 | 1.2542 | 1.1546 | 1.413 | 0.9392 |
Largest Winning Trade | 289187 | 289187 | 61466 | 865309 | 865309 | 372877 |
Largest Losing Trade | -39214 | -30597 | -39214 | -637001 | -637001 | -428356 |
Avg Bars in Trades | 43 | 35 | 50 | 43 | 35 | 50 |
Avg Bars in Winners | 54 | 41 | 65 | 54 | 41 | 65 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 4661 | 1936 | 2725 | 4661 | 1936 | 2725 |
Profit Streak | 0 | 0 | 14.7608 | 0 | 0 | 14.7608 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531453 | -166852 | -240564 | 302255 | -197755 | -217444 |
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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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