Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406012.6149 | 251217.9645 | 154794.6504 | 1654105.6233 | 1248144.1344 | 405961.4889 |
Total P&L (%) | 406.0126 | 251.218 | 154.7947 | 1654.1056 | 1248.1441 | 405.9615 |
Avg Daily Profit (%) | 0.3898 | 0.2412 | 0.1486 | 0.2754 | 0.25 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59584 | -45316 | -45031 | -1574951 | -521017 | -1150349 |
Profit Factor | 2.4097 | 2.7378 | 2.0791 | 1.5379 | 1.9165 | 1.2369 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 37.8641 | 35.2941 | 40.3846 | 37.8641 | 35.2941 | 40.3846 |
Ratio Avg Win / Avg Loss | 3.9544 | 5.0193 | 3.0691 | 2.5237 | 3.5136 | 1.8259 |
Largest Winning Trade | 108040 | 108040 | 52358 | 580917 | 580917 | 432693 |
Largest Losing Trade | -13854 | -11775 | -13854 | -336673 | -336673 | -321479 |
Avg Bars in Trades | 236 | 203 | 268 | 236 | 203 | 268 |
Avg Bars in Winners | 466 | 417 | 507 | 466 | 417 | 507 |
Avg Bars in Losers | 96 | 86 | 106 | 96 | 86 | 106 |
Bars Traded | 24347 | 10383 | 13964 | 24347 | 10383 | 13964 |
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 | 337992 | -172577 | -174501 | 247870 | -173669 | -175742 |
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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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