Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576220.6787 | 496984.6065 | 79236.0722 | 293645.7645 | 161781.0425 | 131864.7221 |
Total P&L (%) | 576.2207 | 496.9846 | 79.2361 | 293.6458 | 161.781 | 131.8647 |
Avg Daily Profit (%) | 0.2302 | 0.1985 | 0.0316 | 0.0547 | 0.0384 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120043 | -113475 | -96474 | -320478 | -360569 | -184575 |
Profit Factor | 1.9496 | 2.8495 | 1.2344 | 1.1913 | 1.2273 | 1.1602 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 42.3077 | 34.6154 | 50 | 42.3077 | 34.6154 | 50 |
Ratio Avg Win / Avg Loss | 2.6586 | 5.3824 | 1.2344 | 1.6245 | 2.3183 | 1.1602 |
Largest Winning Trade | 389215 | 389215 | 57519 | 227654 | 227654 | 158850 |
Largest Losing Trade | -44480 | -25873 | -44480 | -184575 | -75000 | -184575 |
Avg Bars in Trades | 70 | 57 | 82 | 70 | 57 | 82 |
Avg Bars in Winners | 107 | 97 | 114 | 107 | 97 | 114 |
Avg Bars in Losers | 42 | 36 | 51 | 42 | 36 | 51 |
Bars Traded | 7304 | 3005 | 4299 | 7304 | 3005 | 4299 |
Profit Streak | 0 | 0 | 49.9901 | 0 | 0 | 49.9901 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334215 | -172990 | -329990 | -131483 | -326834 | -371390 |
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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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