Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474750.9469 | 342890.3603 | 131860.5866 | 1226005.8884 | 838443.1615 | 387562.7269 |
Total P&L (%) | 474.7509 | 342.8904 | 131.8606 | 1226.0059 | 838.4432 | 387.5627 |
Avg Daily Profit (%) | 0.2157 | 0.1558 | 0.0599 | 0.1175 | 0.1018 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102597 | -85701 | -70673 | -638529 | -486481 | -513399 |
Profit Factor | 2.1144 | 2.6564 | 1.602 | 1.4399 | 1.6229 | 1.269 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 48.2759 | 40.9091 | 55.814 | 48.2759 | 40.9091 | 55.814 |
Ratio Avg Win / Avg Loss | 2.2654 | 3.8371 | 1.2683 | 1.5427 | 2.3442 | 1.0046 |
Largest Winning Trade | 116622 | 116622 | 54926 | 446466 | 397120 | 446466 |
Largest Losing Trade | -47854 | -47854 | -37678 | -297651 | -235595 | -297651 |
Avg Bars in Trades | 148 | 132 | 163 | 148 | 132 | 163 |
Avg Bars in Winners | 231 | 248 | 219 | 231 | 248 | 219 |
Avg Bars in Losers | 69 | 52 | 94 | 69 | 52 | 94 |
Bars Traded | 12879 | 5836 | 7043 | 12879 | 5836 | 7043 |
Profit Streak | 0 | 0 | 84.7175 | 0 | 0 | 84.7175 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408164 | 317994 | -108842 | -34117 | -57096 | -94744 |
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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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