Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758548.3963 | 648372.2551 | 110176.1413 | 1051704.1452 | 98443.9206 | 953260.2246 |
Total P&L (%) | 758.5484 | 648.3723 | 110.1761 | 1051.7041 | 98.4439 | 953.2602 |
Avg Daily Profit (%) | 0.4062 | 0.3472 | 0.059 | 0.1309 | 0.0367 | 0.1262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67926 | -63372 | -43978 | -993781 | -841749 | -484616 |
Profit Factor | 2.5096 | 3.2726 | 1.5073 | 1.1942 | 1.031 | 1.4257 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 34.2857 | 28.3019 | 40.3846 | 34.2857 | 28.3019 | 40.3846 |
Ratio Avg Win / Avg Loss | 4.81 | 8.2906 | 2.225 | 2.2889 | 2.6119 | 2.1046 |
Largest Winning Trade | 555289 | 555289 | 63091 | 876081 | 876081 | 545250 |
Largest Losing Trade | -23882 | -23882 | -20673 | -223828 | -206847 | -223828 |
Avg Bars in Trades | 68 | 60 | 77 | 68 | 60 | 77 |
Avg Bars in Winners | 143 | 141 | 145 | 143 | 141 | 145 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 7229 | 3186 | 4043 | 7229 | 3186 | 4043 |
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 | 315064 | -180043 | -295476 | -29388 | -524774 | -206013 |
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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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