Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349039.5727 | 226931.0253 | 122108.5474 | 838391.1283 | 752392.6216 | 85998.5066 |
Total P&L (%) | 349.0396 | 226.931 | 122.1085 | 838.3911 | 752.3926 | 85.9985 |
Avg Daily Profit (%) | 0.3351 | 0.2179 | 0.1172 | 0.2152 | 0.2059 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82912 | -43055 | -55213 | -1221111 | -449133 | -830558 |
Profit Factor | 1.9764 | 2.3126 | 1.6615 | 1.3249 | 1.6698 | 1.059 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 44.6602 | 41.1765 | 48.0769 | 44.6602 | 41.1765 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.449 | 3.3037 | 1.7944 | 1.6417 | 2.3854 | 1.1437 |
Largest Winning Trade | 97306 | 97306 | 49438 | 382732 | 382732 | 304203 |
Largest Losing Trade | -19348 | -19348 | -19120 | -263160 | -217550 | -263160 |
Avg Bars in Trades | 238 | 219 | 255 | 238 | 219 | 255 |
Avg Bars in Winners | 369 | 365 | 373 | 369 | 365 | 373 |
Avg Bars in Losers | 131 | 118 | 146 | 131 | 118 | 146 |
Bars Traded | 24514 | 11219 | 13295 | 24514 | 11219 | 13295 |
Profit Streak | 0 | 30.5785 | 0 | 0 | 30.5785 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386204 | -170769 | -214157 | 277641 | -171695 | -449752 |
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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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