Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596729.7546 | 429175.6873 | 167554.0674 | 2375669.0608 | 1368263.998 | 1007405.0628 |
Total P&L (%) | 596.7298 | 429.1757 | 167.5541 | 2375.6691 | 1368.264 | 1007.4051 |
Avg Daily Profit (%) | 0.2715 | 0.1953 | 0.0762 | 0.1461 | 0.1223 | 0.1095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76002 | -94801 | -68726 | -1517570 | -1288855 | -913282 |
Profit Factor | 2.148 | 2.5141 | 1.7089 | 1.3126 | 1.3251 | 1.2971 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 44.0367 | 40 | 48.1481 | 44.0367 | 40 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.7297 | 3.7712 | 1.8404 | 1.6681 | 1.9876 | 1.3969 |
Largest Winning Trade | 160829 | 160829 | 43603 | 1213760 | 1213760 | 803586 |
Largest Losing Trade | -49565 | -25825 | -49565 | -832670 | -446967 | -832670 |
Avg Bars in Trades | 118 | 113 | 123 | 118 | 113 | 123 |
Avg Bars in Winners | 180 | 187 | 174 | 180 | 187 | 174 |
Avg Bars in Losers | 69 | 63 | 76 | 69 | 63 | 76 |
Bars Traded | 12909 | 6223 | 6686 | 12909 | 6223 | 6686 |
Profit Streak | 0 | 0 | 52.0128 | 0 | 0 | 52.0128 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385390 | -171571 | -268139 | 59845 | -211909 | -226588 |
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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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