Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503029.7546 | 336037.3097 | 166992.4449 | 1651215.0699 | 882959.0123 | 768256.0577 |
Total P&L (%) | 503.0298 | 336.0373 | 166.9924 | 1651.2151 | 882.959 | 768.2561 |
Avg Daily Profit (%) | 0.3699 | 0.2471 | 0.1228 | 0.2107 | 0.1682 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41610 | -40794 | -40185 | -839877 | -600563 | -779383 |
Profit Factor | 2.3442 | 2.8231 | 1.8794 | 1.5363 | 1.5776 | 1.4956 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 38.835 | 35.2941 | 42.3077 | 38.835 | 35.2941 | 42.3077 |
Ratio Avg Win / Avg Loss | 3.6922 | 5.1757 | 2.5628 | 2.4197 | 2.8923 | 2.0395 |
Largest Winning Trade | 156413 | 156413 | 61485 | 679731 | 679731 | 629472 |
Largest Losing Trade | -18454 | -17622 | -18454 | -266774 | -266774 | -255396 |
Avg Bars in Trades | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Winners | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 2460 | 1137 | 1323 | 2460 | 1137 | 1323 |
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 | 365908 | -172084 | -208289 | 251230 | -174839 | -172690 |
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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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