Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549575.9355 | 437601.8203 | 111974.1152 | 1450911.6227 | 597672.402 | 853239.2207 |
Total P&L (%) | 549.5759 | 437.6018 | 111.9741 | 1450.9116 | 597.6724 | 853.2392 |
Avg Daily Profit (%) | 0.2638 | 0.21 | 0.0537 | 0.1317 | 0.0933 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91965 | -49673 | -121566 | -1685440 | -1120463 | -823526 |
Profit Factor | 1.9538 | 2.5319 | 1.3854 | 1.272 | 1.2001 | 1.3634 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 40.678 | 38.9831 | 42.3729 | 40.678 | 38.9831 | 42.3729 |
Ratio Avg Win / Avg Loss | 2.8493 | 3.963 | 1.8841 | 1.8549 | 1.8784 | 1.8542 |
Largest Winning Trade | 198911 | 198911 | 70105 | 1130964 | 1130964 | 695347 |
Largest Losing Trade | -26066 | -19622 | -26066 | -514470 | -423420 | -514470 |
Avg Bars in Trades | 207 | 191 | 223 | 207 | 191 | 223 |
Avg Bars in Winners | 337 | 327 | 346 | 337 | 327 | 346 |
Avg Bars in Losers | 118 | 104 | 132 | 118 | 104 | 132 |
Bars Traded | 24475 | 11314 | 13161 | 24475 | 11314 | 13161 |
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 | 323353 | -168708 | -299072 | -19111 | -248665 | -226075 |
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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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