Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382672.1292 | 144099.8221 | 238572.3071 | 977116.2883 | 145012.8209 | 832103.4674 |
Total P&L (%) | 382.6721 | 144.0998 | 238.5723 | 977.1163 | 145.0128 | 832.1035 |
Avg Daily Profit (%) | 0.2539 | 0.0956 | 0.1583 | 0.1578 | 0.0595 | 0.1482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52906 | -69587 | -31797 | -713767 | -401734 | -323969 |
Profit Factor | 1.964 | 1.7209 | 2.2105 | 1.5252 | 1.1526 | 1.9144 |
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 | 2.4959 | 2.5813 | 2.3806 | 1.9383 | 1.7289 | 2.0616 |
Largest Winning Trade | 92898 | 92898 | 67421 | 511726 | 259776 | 511726 |
Largest Losing Trade | -17860 | -16408 | -17860 | -114932 | -114932 | -95975 |
Avg Bars in Trades | 25 | 10 | 41 | 25 | 10 | 41 |
Avg Bars in Winners | 45 | 16 | 69 | 45 | 16 | 69 |
Avg Bars in Losers | 10 | 5 | 16 | 10 | 5 | 16 |
Bars Traded | 2823 | 562 | 2261 | 2823 | 562 | 2261 |
Profit Streak | 0 | 0 | 59.3277 | 0 | 0 | 59.3277 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362202 | -245717 | -167909 | 305898 | -348738 | -170486 |
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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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