Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781560.6616 | 563661.4125 | 217899.2491 | 2169963.091 | 1300871.2271 | 869091.8639 |
Total P&L (%) | 781.5607 | 563.6614 | 217.8992 | 2169.9631 | 1300.8712 | 869.0919 |
Avg Daily Profit (%) | 0.4466 | 0.3221 | 0.1245 | 0.1786 | 0.1509 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57327 | -84315 | -81000 | -1253484 | -1377878 | -2081478 |
Profit Factor | 2.2882 | 2.5507 | 1.8958 | 1.2275 | 1.2654 | 1.1874 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 58 | 37 | 21 | 58 | 37 | 21 |
Profitability (%) | 47.7477 | 33.9286 | 61.8182 | 47.7477 | 33.9286 | 61.8182 |
Ratio Avg Win / Avg Loss | 2.504 | 4.9672 | 1.171 | 1.3433 | 2.4643 | 0.7334 |
Largest Winning Trade | 436452 | 436452 | 53253 | 1162142 | 1162142 | 567690 |
Largest Losing Trade | -40824 | -31811 | -40824 | -1096080 | -515792 | -1096080 |
Avg Bars in Trades | 185 | 201 | 169 | 185 | 201 | 169 |
Avg Bars in Winners | 251 | 316 | 215 | 251 | 316 | 215 |
Avg Bars in Losers | 125 | 143 | 93 | 125 | 143 | 93 |
Bars Traded | 20601 | 11302 | 9299 | 20601 | 11302 | 9299 |
Profit Streak | 0 | 0 | 96.0695 | 0 | 0 | 96.0695 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501140 | -172639 | -201880 | 248921 | -177981 | -212836 |
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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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