Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421496.6071 | 147574.2869 | 273922.3202 | 1684234.8534 | 248820.8316 | 1435414.0219 |
Total P&L (%) | 421.4966 | 147.5743 | 273.9223 | 1684.2349 | 248.8208 | 1435.414 |
Avg Daily Profit (%) | 0.2787 | 0.0976 | 0.1811 | 0.1907 | 0.0826 | 0.1808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52497 | -70451 | -25032 | -519743 | -505576 | -252545 |
Profit Factor | 2.3145 | 1.7245 | 3.3416 | 1.9498 | 1.2159 | 3.312 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
Losing Trades | 56 | 36 | 20 | 56 | 36 | 20 |
Profitability (%) | 47.1698 | 32.0755 | 62.2642 | 47.1698 | 32.0755 | 62.2642 |
Ratio Avg Win / Avg Loss | 2.5922 | 3.6519 | 2.0252 | 2.1838 | 2.5749 | 2.0073 |
Largest Winning Trade | 85933 | 85933 | 67081 | 619081 | 462493 | 619081 |
Largest Losing Trade | -25666 | -25666 | -12991 | -352177 | -352177 | -143833 |
Avg Bars in Trades | 27 | 19 | 35 | 27 | 19 | 35 |
Avg Bars in Winners | 44 | 37 | 48 | 44 | 37 | 48 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 2909 | 1052 | 1857 | 2909 | 1052 | 1857 |
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 | 437747 | -246470 | -164616 | 400346 | -268967 | -164260 |
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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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