Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619937.3654 | 528875.6093 | 91061.7561 | 516919.2393 | 371323.4094 | 145595.8299 |
Total P&L (%) | 619.9374 | 528.8756 | 91.0618 | 516.9192 | 371.3234 | 145.5958 |
Avg Daily Profit (%) | 0.2479 | 0.2115 | 0.0364 | 0.0728 | 0.062 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108388 | -118435 | -105143 | -343073 | -346871 | -280428 |
Profit Factor | 2.054 | 2.8661 | 1.2988 | 1.2952 | 1.4331 | 1.1629 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 38.9381 | 33.9286 | 43.8596 | 38.9381 | 33.9286 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.221 | 5.5813 | 1.6624 | 2.0311 | 2.7909 | 1.4885 |
Largest Winning Trade | 416046 | 416046 | 60284 | 468161 | 468161 | 240804 |
Largest Losing Trade | -37054 | -20849 | -37054 | -191085 | -92488 | -191085 |
Avg Bars in Trades | 130 | 109 | 150 | 130 | 109 | 150 |
Avg Bars in Winners | 236 | 213 | 254 | 236 | 213 | 254 |
Avg Bars in Losers | 62 | 56 | 69 | 62 | 56 | 69 |
Bars Traded | 14727 | 6150 | 8578 | 14727 | 6150 | 8578 |
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 | 300608 | -172975 | -325502 | -98158 | -294679 | -368660 |
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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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