Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848033.3206 | 583293.6082 | 264739.7124 | 6505649.5601 | 1326458.3811 | 5179191.179 |
Total P&L (%) | 848.0333 | 583.2936 | 264.7397 | 6505.6496 | 1326.4584 | 5179.1912 |
Avg Daily Profit (%) | 0.487 | 0.335 | 0.152 | 0.2409 | 0.1527 | 0.228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84708 | -94797 | -33968 | -3407809 | -3126397 | -1617720 |
Profit Factor | 2.5492 | 2.7363 | 2.252 | 1.4907 | 1.1485 | 2.1978 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 34.5455 | 23.6364 | 45.4545 | 34.5455 | 23.6364 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.8301 | 8.8403 | 2.7024 | 2.8245 | 3.7105 | 2.6373 |
Largest Winning Trade | 297831 | 297831 | 53377 | 2576766 | 2576766 | 1614183 |
Largest Losing Trade | -20454 | -19418 | -20454 | -992321 | -992321 | -651016 |
Avg Bars in Trades | 187 | 158 | 216 | 187 | 158 | 216 |
Avg Bars in Winners | 397 | 432 | 380 | 397 | 432 | 380 |
Avg Bars in Losers | 76 | 74 | 79 | 76 | 74 | 79 |
Bars Traded | 20632 | 8727 | 11905 | 20632 | 8727 | 11905 |
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 | 346792 | -201745 | -170325 | 181093 | -264610 | -169363 |
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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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