Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551878.5212 | 425552.0536 | 126326.4675 | 880881.0667 | -382580.7685 | 1263461.8352 |
Total P&L (%) | 551.8785 | 425.5521 | 126.3265 | 880.8811 | -382.5808 | 1263.4618 |
Avg Daily Profit (%) | 0.2649 | 0.2043 | 0.0606 | 0.1097 | 0 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83103 | -65325 | -95816 | -1440885 | -1425238 | -668205 |
Profit Factor | 1.8627 | 2.2602 | 1.4182 | 1.1279 | 0.9003 | 1.4144 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 41.5929 | 35.0877 | 48.2143 | 41.5929 | 35.0877 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.6156 | 4.1814 | 1.5233 | 1.5839 | 1.6655 | 1.5192 |
Largest Winning Trade | 147530 | 147530 | 69914 | 884213 | 639665 | 884213 |
Largest Losing Trade | -32140 | -29437 | -32140 | -487712 | -456635 | -487712 |
Avg Bars in Trades | 218 | 186 | 250 | 218 | 186 | 250 |
Avg Bars in Winners | 316 | 275 | 346 | 316 | 275 | 346 |
Avg Bars in Losers | 149 | 139 | 161 | 149 | 139 | 161 |
Bars Traded | 24697 | 10647 | 14050 | 24697 | 10647 | 14050 |
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 | 329702 | -174172 | -290789 | -127840 | -764132 | -203933 |
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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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