Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720499.9147 | 539331.1166 | 181168.7981 | 889932.5892 | 356230.5048 | 533702.0844 |
Total P&L (%) | 720.4999 | 539.3311 | 181.1688 | 889.9326 | 356.2305 | 533.7021 |
Avg Daily Profit (%) | 0.4853 | 0.3633 | 0.122 | 0.1545 | 0.1023 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104131 | -104117 | -44192 | -1093616 | -886812 | -341102 |
Profit Factor | 2.1635 | 2.5231 | 1.6832 | 1.2372 | 1.1682 | 1.3266 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 36 | 11 | 25 | 36 | 11 | 25 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 33.6449 | 20.3704 | 47.1698 | 33.6449 | 20.3704 | 47.1698 |
Ratio Avg Win / Avg Loss | 4.2668 | 9.8629 | 1.8852 | 2.44 | 4.5666 | 1.4858 |
Largest Winning Trade | 367615 | 367615 | 69934 | 979481 | 979481 | 355655 |
Largest Losing Trade | -28063 | -26921 | -28063 | -243605 | -243605 | -239886 |
Avg Bars in Trades | 79 | 61 | 98 | 79 | 61 | 98 |
Avg Bars in Winners | 162 | 155 | 166 | 162 | 155 | 166 |
Avg Bars in Losers | 38 | 37 | 38 | 38 | 37 | 38 |
Bars Traded | 8559 | 3337 | 5222 | 8559 | 3337 | 5222 |
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 | 306577 | -216309 | -208072 | 85838 | -321364 | -207376 |
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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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