Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658831.4983 | 543755.2592 | 115076.2391 | 1313008.3789 | 309981.1606 | 1003027.2183 |
Total P&L (%) | 658.8315 | 543.7553 | 115.0762 | 1313.0084 | 309.9812 | 1003.0272 |
Avg Daily Profit (%) | 0.3334 | 0.2752 | 0.0582 | 0.1341 | 0.0714 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133419 | -122236 | -71624 | -2707800 | -2181985 | -692178 |
Profit Factor | 1.9342 | 2.4181 | 1.3576 | 1.1982 | 1.0811 | 1.3579 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 41.7476 | 38.4615 | 45.098 | 41.7476 | 38.4615 | 45.098 |
Ratio Avg Win / Avg Loss | 2.6989 | 3.869 | 1.6528 | 1.6719 | 1.7297 | 1.6531 |
Largest Winning Trade | 182200 | 182200 | 72810 | 1363055 | 1097179 | 1363055 |
Largest Losing Trade | -41444 | -39415 | -41444 | -1275148 | -1275148 | -443519 |
Avg Bars in Trades | 112 | 107 | 117 | 112 | 107 | 117 |
Avg Bars in Winners | 185 | 186 | 184 | 185 | 186 | 184 |
Avg Bars in Losers | 59 | 57 | 62 | 59 | 57 | 62 |
Bars Traded | 11559 | 5571 | 5988 | 11559 | 5571 | 5988 |
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 | 356983 | -171255 | -295571 | -17928 | -412333 | -210717 |
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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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