Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362735.1486 | 219627.4079 | 143107.7407 | 1308719.7407 | 1046853.9091 | 261865.8316 |
Total P&L (%) | 362.7351 | 219.6274 | 143.1077 | 1308.7197 | 1046.8539 | 261.8658 |
Avg Daily Profit (%) | 0.3482 | 0.2108 | 0.1374 | 0.2543 | 0.2345 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55920 | -45483 | -46691 | -1166057 | -299825 | -990596 |
Profit Factor | 2.1486 | 2.4137 | 1.892 | 1.4845 | 1.9064 | 1.1693 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.4378 | 3.8619 | 3.0271 | 2.3751 | 3.0503 | 1.8709 |
Largest Winning Trade | 88182 | 88182 | 48501 | 543701 | 543701 | 390646 |
Largest Losing Trade | -12845 | -12845 | -10824 | -247076 | -149345 | -247076 |
Avg Bars in Trades | 188 | 172 | 205 | 188 | 172 | 205 |
Avg Bars in Winners | 329 | 291 | 367 | 329 | 291 | 367 |
Avg Bars in Losers | 101 | 98 | 104 | 101 | 98 | 104 |
Bars Traded | 24560 | 11213 | 13347 | 24560 | 11213 | 13347 |
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 | 317966 | -124133 | -142482 | 240524 | -124493 | -197675 |
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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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