Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536486.5457 | 424323.0603 | 112163.4854 | 1172496.1782 | 886319.5776 | 286176.6006 |
Total P&L (%) | 536.4865 | 424.3231 | 112.1635 | 1172.4962 | 886.3196 | 286.1766 |
Avg Daily Profit (%) | 0.2339 | 0.185 | 0.0489 | 0.111 | 0.0999 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62913 | -49609 | -56542 | -1216870 | -582502 | -634367 |
Profit Factor | 2.2686 | 3.0305 | 1.5243 | 1.4238 | 1.6559 | 1.2022 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 39.8058 | 36.5385 | 43.1373 | 39.8058 | 36.5385 | 43.1373 |
Ratio Avg Win / Avg Loss | 3.4305 | 5.2636 | 2.0093 | 2.1531 | 2.876 | 1.5848 |
Largest Winning Trade | 251519 | 251519 | 59617 | 1072638 | 1072638 | 439989 |
Largest Losing Trade | -31852 | -31852 | -20009 | -330463 | -296881 | -330463 |
Avg Bars in Trades | 123 | 92 | 155 | 123 | 92 | 155 |
Avg Bars in Winners | 222 | 188 | 252 | 222 | 188 | 252 |
Avg Bars in Losers | 57 | 36 | 81 | 57 | 36 | 81 |
Bars Traded | 12724 | 4794 | 7930 | 12724 | 4794 | 7930 |
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 | 322415 | -172008 | -307752 | -46164 | -241406 | -296355 |
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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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