Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572341.8068 | 402194.8777 | 170146.929 | 1840101.4833 | 491945.4838 | 1348155.9996 |
Total P&L (%) | 572.3418 | 402.1949 | 170.1469 | 1840.1015 | 491.9455 | 1348.156 |
Avg Daily Profit (%) | 0.3537 | 0.2486 | 0.1052 | 0.1834 | 0.11 | 0.1653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61908 | -112849 | -100484 | -1848458 | -1689581 | -656136 |
Profit Factor | 2.0355 | 2.3255 | 1.6826 | 1.367 | 1.1494 | 1.7836 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 44.898 | 38.7755 | 51.0204 | 44.898 | 38.7755 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.4981 | 3.6718 | 1.6153 | 1.6777 | 1.8148 | 1.7123 |
Largest Winning Trade | 151396 | 151396 | 51492 | 1412362 | 1412362 | 882138 |
Largest Losing Trade | -40898 | -27282 | -40898 | -548647 | -548647 | -404095 |
Avg Bars in Trades | 191 | 180 | 202 | 191 | 180 | 202 |
Avg Bars in Winners | 306 | 301 | 309 | 306 | 301 | 309 |
Avg Bars in Losers | 98 | 104 | 89 | 98 | 104 | 89 |
Bars Traded | 18764 | 8863 | 9901 | 18764 | 8863 | 9901 |
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 | 413906 | 295047 | -49178 | 279998 | -105542 | 408696 |
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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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