Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340115.8905 | 203965.5092 | 136150.3813 | 1474602.8377 | 1103555.4792 | 371047.3584 |
Total P&L (%) | 340.1159 | 203.9655 | 136.1504 | 1474.6028 | 1103.5555 | 371.0474 |
Avg Daily Profit (%) | 0.653 | 0.3916 | 0.2614 | 0.5307 | 0.4788 | 0.298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28740 | -18773 | -24061 | -484787 | -207926 | -448628 |
Profit Factor | 2.6024 | 2.9766 | 2.2483 | 1.8138 | 2.4128 | 1.3599 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 46.8468 | 42.8571 | 50.9091 | 46.8468 | 42.8571 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.9527 | 3.9689 | 2.168 | 2.058 | 3.2171 | 1.3114 |
Largest Winning Trade | 62828 | 62828 | 33179 | 499184 | 499184 | 394060 |
Largest Losing Trade | -11526 | -11526 | -7655 | -138707 | -138707 | -137362 |
Avg Bars in Trades | 219 | 207 | 230 | 219 | 207 | 230 |
Avg Bars in Winners | 342 | 329 | 352 | 342 | 329 | 352 |
Avg Bars in Losers | 111 | 116 | 104 | 111 | 116 | 104 |
Bars Traded | 24339 | 11639 | 12700 | 24339 | 11639 | 12700 |
Profit Streak | 9.8315 | 32.769 | 0 | 9.8315 | 32.769 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562322 | -167462 | -168080 | 484887 | -167388 | -171597 |
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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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