Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691783.7053 | 623149.7939 | 68633.9114 | 258383.7613 | 223957.721 | 34426.0403 |
Total P&L (%) | 691.7837 | 623.1498 | 68.6339 | 258.3838 | 223.9577 | 34.426 |
Avg Daily Profit (%) | 0.2872 | 0.2587 | 0.0285 | 0.053 | 0.0488 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190832 | -98989 | -198335 | -510529 | -418864 | -542014 |
Profit Factor | 1.8322 | 2.505 | 1.1645 | 1.1243 | 1.2044 | 1.035 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 44.7619 | 38.4615 | 50.9434 | 44.7619 | 38.4615 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.2611 | 4.008 | 1.1214 | 1.3874 | 1.927 | 0.9967 |
Largest Winning Trade | 292506 | 292506 | 65426 | 272866 | 272866 | 218141 |
Largest Losing Trade | -45796 | -35985 | -45796 | -227641 | -227641 | -205234 |
Avg Bars in Trades | 135 | 129 | 141 | 135 | 129 | 141 |
Avg Bars in Winners | 197 | 202 | 194 | 197 | 202 | 194 |
Avg Bars in Losers | 85 | 84 | 87 | 85 | 84 | 87 |
Bars Traded | 14271 | 6752 | 7519 | 14271 | 6752 | 7519 |
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 | 378073 | -171228 | -374388 | -207719 | -311650 | -542766 |
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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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