Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818542.8379 | 703638.6562 | 114904.1817 | 486844.8057 | 115838.1108 | 371006.6949 |
Total P&L (%) | 818.5428 | 703.6387 | 114.9042 | 486.8448 | 115.8381 | 371.0067 |
Avg Daily Profit (%) | 0.3931 | 0.3379 | 0.0552 | 0.085 | 0.037 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93322 | -59306 | -120662 | -256386 | -388901 | -307665 |
Profit Factor | 2.4956 | 3.5943 | 1.4162 | 1.2416 | 1.1045 | 1.4095 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 44.9153 | 45.7627 | 44.0678 | 44.9153 | 45.7627 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.0607 | 4.2599 | 1.7975 | 1.5227 | 1.309 | 1.789 |
Largest Winning Trade | 610823 | 610823 | 63452 | 327853 | 327853 | 271582 |
Largest Losing Trade | -77306 | -42383 | -77306 | -217501 | -160724 | -217501 |
Avg Bars in Trades | 201 | 146 | 257 | 201 | 146 | 257 |
Avg Bars in Winners | 292 | 175 | 415 | 292 | 175 | 415 |
Avg Bars in Losers | 127 | 121 | 132 | 127 | 121 | 132 |
Bars Traded | 23784 | 8615 | 15169 | 23784 | 8615 | 15169 |
Profit Streak | 0 | 0 | 73.172 | 0 | 0 | 73.172 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460093 | -162347 | -295762 | -80285 | -427478 | -270114 |
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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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