Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680957.523 | 483237.8984 | 197719.6246 | 2513039.1613 | 379420.4256 | 2133618.7357 |
Total P&L (%) | 680.9575 | 483.2379 | 197.7196 | 2513.0392 | 379.4204 | 2133.6187 |
Avg Daily Profit (%) | 0.3579 | 0.254 | 0.1039 | 0.1717 | 0.0824 | 0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103020 | -98569 | -116080 | -1518978 | -2264427 | -825444 |
Profit Factor | 2.1046 | 2.4775 | 1.6831 | 1.2961 | 1.0777 | 1.5917 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 37.6147 | 32.7273 | 42.5926 | 37.6147 | 32.7273 | 42.5926 |
Ratio Avg Win / Avg Loss | 3.4905 | 5.0927 | 2.2685 | 2.1497 | 2.2153 | 2.1454 |
Largest Winning Trade | 208304 | 208304 | 53190 | 1228743 | 1228743 | 918251 |
Largest Losing Trade | -24019 | -24019 | -16649 | -826038 | -826038 | -530475 |
Avg Bars in Trades | 33 | 29 | 38 | 33 | 29 | 38 |
Avg Bars in Winners | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 3694 | 1602 | 2092 | 3694 | 1602 | 2092 |
Profit Streak | 0 | 0 | 554.4144 | 0 | 0 | 554.4144 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319061 | -173968 | -233401 | 159841 | -403591 | -171649 |
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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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