Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368833.6473 | 157167.9235 | 211665.7238 | 1239527.4045 | 55041.4419 | 1184485.9626 |
Total P&L (%) | 368.8336 | 157.1679 | 211.6657 | 1239.5274 | 55.0414 | 1184.486 |
Avg Daily Profit (%) | 0.1958 | 0.0834 | 0.1124 | 0.1379 | 0.0233 | 0.1356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67559 | -88419 | -44723 | -982814 | -1133598 | -710212 |
Profit Factor | 2.0937 | 1.8419 | 2.406 | 1.3064 | 1.0236 | 1.6899 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 70.7547 | 67.9245 | 73.5849 | 70.7547 | 67.9245 | 73.5849 |
Ratio Avg Win / Avg Loss | 0.8654 | 0.8698 | 0.8637 | 0.54 | 0.4834 | 0.6066 |
Largest Winning Trade | 56797 | 54594 | 56797 | 302111 | 222884 | 302111 |
Largest Losing Trade | -48468 | -48468 | -34478 | -627953 | -627953 | -535714 |
Avg Bars in Trades | 103 | 130 | 77 | 103 | 130 | 77 |
Avg Bars in Winners | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Losers | 203 | 271 | 119 | 203 | 271 | 119 |
Bars Traded | 10981 | 6898 | 4083 | 10981 | 6898 | 4083 |
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 | 433395 | -258560 | -218159 | -6863 | -536689 | -188118 |
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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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