Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627381.4516 | 372540.2039 | 254841.2477 | 2065158.1932 | 6065.7416 | 2059092.4515 |
Total P&L (%) | 627.3815 | 372.5402 | 254.8412 | 2065.1582 | 6.0657 | 2059.0925 |
Avg Daily Profit (%) | 0.3463 | 0.2056 | 0.1407 | 0.1699 | 0.0033 | 0.1697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62940 | -65739 | -39250 | -1475257 | -1505114 | -505450 |
Profit Factor | 2.1404 | 2.154 | 2.1209 | 1.3407 | 1.0016 | 1.9084 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 41 | 13 | 28 | 41 | 13 | 28 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 36.6071 | 23.2143 | 50 | 36.6071 | 23.2143 | 50 |
Ratio Avg Win / Avg Loss | 3.7065 | 7.1249 | 2.1209 | 2.3217 | 3.313 | 1.9084 |
Largest Winning Trade | 283703 | 283703 | 72232 | 1121711 | 1121711 | 776230 |
Largest Losing Trade | -34646 | -23318 | -34646 | -505450 | -486504 | -505450 |
Avg Bars in Trades | 191 | 156 | 225 | 191 | 156 | 225 |
Avg Bars in Winners | 348 | 346 | 349 | 348 | 346 | 349 |
Avg Bars in Losers | 100 | 99 | 102 | 100 | 99 | 102 |
Bars Traded | 21401 | 8758 | 12643 | 21401 | 8758 | 12643 |
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 | 304152 | -206251 | -181264 | 155278 | -789926 | -168652 |
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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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