Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561738.8629 | 413234.021 | 148504.8419 | 2452445.5669 | 1780855.2192 | 671590.3478 |
Total P&L (%) | 561.7389 | 413.234 | 148.5048 | 2452.4456 | 1780.8552 | 671.5903 |
Avg Daily Profit (%) | 0.3956 | 0.291 | 0.1046 | 0.2284 | 0.2069 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69231 | -49942 | -36840 | -2829376 | -2177828 | -896298 |
Profit Factor | 2.347 | 2.684 | 1.8652 | 1.3407 | 1.4207 | 1.2264 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 56.3107 | 56.8627 | 55.7692 | 56.3107 | 56.8627 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.821 | 2.0362 | 1.4793 | 1.0402 | 1.0778 | 0.9727 |
Largest Winning Trade | 182588 | 182588 | 34119 | 2151727 | 2151727 | 769004 |
Largest Losing Trade | -47377 | -47377 | -19569 | -2131987 | -2131987 | -470580 |
Avg Bars in Trades | 25 | 35 | 15 | 25 | 35 | 15 |
Avg Bars in Winners | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Losers | 28 | 44 | 13 | 28 | 44 | 13 |
Bars Traded | 2635 | 1806 | 829 | 2635 | 1806 | 829 |
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 | 559776 | -165646 | -229965 | 359378 | -170247 | -181455 |
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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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