Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401810.2629 | 246685.4889 | 155124.7739 | 1660816.0112 | 1242410.8805 | 418405.1307 |
Total P&L (%) | 401.8103 | 246.6855 | 155.1248 | 1660.816 | 1242.4109 | 418.4051 |
Avg Daily Profit (%) | 0.3858 | 0.2368 | 0.1489 | 0.2758 | 0.2496 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48533 | -43861 | -37288 | -1171659 | -345744 | -909114 |
Profit Factor | 2.5796 | 2.8822 | 2.258 | 1.6319 | 2.0306 | 1.294 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.1765 | 38.0952 | 44.186 | 41.1765 | 38.0952 | 44.186 |
Ratio Avg Win / Avg Loss | 3.6852 | 4.6835 | 2.8522 | 2.3312 | 3.2997 | 1.6346 |
Largest Winning Trade | 108119 | 108119 | 51436 | 510888 | 510888 | 369470 |
Largest Losing Trade | -14005 | -13256 | -14005 | -308362 | -245344 | -308362 |
Avg Bars in Trades | 286 | 243 | 328 | 286 | 243 | 328 |
Avg Bars in Winners | 525 | 467 | 573 | 525 | 467 | 573 |
Avg Bars in Losers | 119 | 105 | 134 | 119 | 105 | 134 |
Bars Traded | 24342 | 10223 | 14118 | 24342 | 10223 | 14118 |
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 | 393237 | 318677 | 282592 | 308547 | 278457 | 223613 |
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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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