Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575096.8275 | 392744.7705 | 182352.057 | 1038469.0141 | 1030436.7403 | 8032.2738 |
Total P&L (%) | 575.0968 | 392.7448 | 182.3521 | 1038.469 | 1030.4367 | 8.0323 |
Avg Daily Profit (%) | 0.4205 | 0.2872 | 0.1333 | 0.178 | 0.1775 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86969 | -78680 | -36438 | -946358 | -892451 | -504255 |
Profit Factor | 2.0268 | 2.3057 | 1.7032 | 1.2451 | 1.4748 | 1.0039 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 36.9369 | 28.5714 | 45.4545 | 36.9369 | 28.5714 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.4603 | 5.7643 | 2.0438 | 2.1257 | 3.6869 | 1.2047 |
Largest Winning Trade | 287687 | 287687 | 44314 | 911896 | 911896 | 373987 |
Largest Losing Trade | -25118 | -19415 | -25118 | -292515 | -176362 | -292515 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 2686 | 1190 | 1496 | 2686 | 1190 | 1496 |
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 | 333622 | -181372 | -193328 | 151269 | -184021 | -748848 |
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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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