Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541033.241 | 314252.8087 | 226780.4323 | 1639195.5665 | 551330.3835 | 1087865.1831 |
Total P&L (%) | 541.0332 | 314.2528 | 226.7804 | 1639.1956 | 551.3304 | 1087.8652 |
Avg Daily Profit (%) | 0.3355 | 0.1949 | 0.1406 | 0.1773 | 0.1163 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108547 | -105065 | -35344 | -553921 | -446713 | -372978 |
Profit Factor | 2.1101 | 2.2001 | 2.0056 | 1.8206 | 1.5203 | 2.1597 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 55.4455 | 50.9804 | 60 | 55.4455 | 50.9804 | 60 |
Ratio Avg Win / Avg Loss | 1.6956 | 2.1155 | 1.3371 | 1.463 | 1.4619 | 1.4398 |
Largest Winning Trade | 208124 | 208124 | 68491 | 369310 | 314876 | 369310 |
Largest Losing Trade | -46664 | -39926 | -46664 | -372978 | -221102 | -372978 |
Avg Bars in Trades | 60 | 47 | 73 | 60 | 47 | 73 |
Avg Bars in Winners | 67 | 55 | 78 | 67 | 55 | 78 |
Avg Bars in Losers | 52 | 40 | 66 | 52 | 40 | 66 |
Bars Traded | 6132 | 2443 | 3689 | 6132 | 2443 | 3689 |
Profit Streak | 0 | 0 | 79.3853 | 0 | 0 | 79.3853 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510608 | -168164 | -180383 | 401801 | -215854 | -167157 |
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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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