Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380072.0288 | 125840.8312 | 254231.1976 | 1011142.4373 | 89128.4499 | 922013.9874 |
Total P&L (%) | 380.072 | 125.8408 | 254.2312 | 1011.1424 | 89.1285 | 922.014 |
Avg Daily Profit (%) | 0.2513 | 0.0832 | 0.1681 | 0.1593 | 0.0421 | 0.1538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89232 | -63770 | -72931 | -1849314 | -1387393 | -562465 |
Profit Factor | 1.9099 | 1.5662 | 2.3009 | 1.342 | 1.0475 | 1.853 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 50.4587 | 52.7273 | 48.1481 | 50.4587 | 52.7273 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.8752 | 1.4042 | 2.4779 | 1.3176 | 0.9392 | 1.9956 |
Largest Winning Trade | 62570 | 51233 | 62570 | 729454 | 729454 | 699476 |
Largest Losing Trade | -30943 | -28842 | -30943 | -689868 | -689868 | -286719 |
Avg Bars in Trades | 78 | 52 | 105 | 78 | 52 | 105 |
Avg Bars in Winners | 83 | 40 | 132 | 83 | 40 | 132 |
Avg Bars in Losers | 73 | 66 | 79 | 73 | 66 | 79 |
Bars Traded | 8594 | 2912 | 5682 | 8594 | 2912 | 5682 |
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 | 433262 | -259862 | -169046 | 301680 | -486238 | -169616 |
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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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