Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764306.2266 | 611632.7956 | 152673.431 | 3279985.6354 | 2140767.7141 | 1139217.9214 |
Total P&L (%) | 764.3062 | 611.6328 | 152.6734 | 3279.9856 | 2140.7677 | 1139.2179 |
Avg Daily Profit (%) | 0.321 | 0.2569 | 0.0641 | 0.148 | 0.1307 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106362 | -64932 | -119519 | -4578827 | -3540155 | -2330242 |
Profit Factor | 2.0737 | 3.2395 | 1.348 | 1.2071 | 1.312 | 1.1269 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 38.835 | 44.2308 | 33.3333 | 38.835 | 44.2308 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.2661 | 4.0846 | 2.696 | 1.9012 | 1.6542 | 2.2539 |
Largest Winning Trade | 182314 | 182314 | 72974 | 2961469 | 2961469 | 2328247 |
Largest Losing Trade | -30832 | -23389 | -30832 | -1732218 | -889503 | -1732218 |
Avg Bars in Trades | 133 | 72 | 194 | 133 | 72 | 194 |
Avg Bars in Winners | 279 | 127 | 485 | 279 | 127 | 485 |
Avg Bars in Losers | 40 | 29 | 48 | 40 | 29 | 48 |
Bars Traded | 13704 | 3789 | 9915 | 13704 | 3789 | 9915 |
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 | 322090 | -167582 | -292348 | 53443 | -199159 | -317663 |
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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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