Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290744.1436 | 187888.3619 | 102855.7816 | 794886.2123 | 687364.8378 | 107521.3746 |
Total P&L (%) | 290.7441 | 187.8884 | 102.8558 | 794.8862 | 687.3648 | 107.5214 |
Avg Daily Profit (%) | 0.5582 | 0.3607 | 0.1975 | 0.4217 | 0.397 | 0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40042 | -14632 | -39470 | -486823 | -161485 | -478517 |
Profit Factor | 2.2863 | 2.8634 | 1.8216 | 1.5151 | 2.1225 | 1.1155 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 41.8182 | 43.6364 | 40 | 41.8182 | 43.6364 | 40 |
Ratio Avg Win / Avg Loss | 3.181 | 3.6986 | 2.7323 | 2.108 | 2.7415 | 1.6733 |
Largest Winning Trade | 88414 | 88414 | 34910 | 353277 | 353277 | 264901 |
Largest Losing Trade | -7443 | -7443 | -7209 | -82440 | -82440 | -73413 |
Avg Bars in Trades | 221 | 205 | 237 | 221 | 205 | 237 |
Avg Bars in Winners | 410 | 363 | 461 | 410 | 363 | 461 |
Avg Bars in Losers | 86 | 83 | 89 | 86 | 83 | 89 |
Bars Traded | 24396 | 11314 | 13082 | 24396 | 11314 | 13082 |
Profit Streak | 0 | 31.5471 | 0 | 0 | 31.5471 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416788 | -167638 | -173457 | 323411 | -168342 | -282631 |
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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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