Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615139.6617 | 375895.2029 | 239244.4588 | 1263061.2962 | -292951.1118 | 1556012.4079 |
Total P&L (%) | 615.1397 | 375.8952 | 239.2445 | 1263.0613 | -292.9511 | 1556.0124 |
Avg Daily Profit (%) | 0.3409 | 0.2083 | 0.1326 | 0.1449 | 0 | 0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108999 | -101041 | -64255 | -1321676 | -1129938 | -1027983 |
Profit Factor | 2.0815 | 2.0776 | 2.0877 | 1.2008 | 0.921 | 1.6025 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
Losing Trades | 66 | 41 | 25 | 66 | 41 | 25 |
Profitability (%) | 40.5405 | 26.7857 | 54.5455 | 40.5405 | 26.7857 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.0528 | 5.6786 | 1.7397 | 1.7612 | 2.5173 | 1.3354 |
Largest Winning Trade | 298456 | 298456 | 72345 | 693323 | 626402 | 693323 |
Largest Losing Trade | -55877 | -28115 | -55877 | -980627 | -287620 | -980627 |
Avg Bars in Trades | 192 | 165 | 220 | 192 | 165 | 220 |
Avg Bars in Winners | 297 | 310 | 291 | 297 | 310 | 291 |
Avg Bars in Losers | 121 | 113 | 135 | 121 | 113 | 135 |
Bars Traded | 21402 | 9290 | 12112 | 21402 | 9290 | 12112 |
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 | 353365 | -190635 | -191527 | -2021 | -780277 | -169885 |
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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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