Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714425.6964 | 522785.4191 | 191640.2772 | 1465079.7519 | 627302.9819 | 837776.77 |
Total P&L (%) | 714.4257 | 522.7854 | 191.6403 | 1465.0798 | 627.303 | 837.7768 |
Avg Daily Profit (%) | 0.4079 | 0.2985 | 0.1094 | 0.1571 | 0.1133 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86153 | -114627 | -45614 | -653474 | -602238 | -384114 |
Profit Factor | 2.1542 | 2.4632 | 1.7323 | 1.331 | 1.2561 | 1.4239 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 35.3982 | 26.3158 | 44.6429 | 35.3982 | 26.3158 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.9313 | 6.8969 | 2.148 | 2.4292 | 3.5172 | 1.7656 |
Largest Winning Trade | 340476 | 340476 | 61572 | 619019 | 619019 | 486035 |
Largest Losing Trade | -23997 | -19948 | -23997 | -278869 | -247557 | -278869 |
Avg Bars in Trades | 181 | 154 | 208 | 181 | 154 | 208 |
Avg Bars in Winners | 345 | 341 | 348 | 345 | 341 | 348 |
Avg Bars in Losers | 91 | 88 | 95 | 91 | 88 | 95 |
Bars Traded | 20503 | 8833 | 11670 | 20503 | 8833 | 11670 |
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 | 307214 | -190775 | -225789 | 132405 | -244695 | -202089 |
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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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