Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396831.2576 | 219259.5374 | 177571.7202 | 962275.9228 | 309629.8857 | 652646.0371 |
Total P&L (%) | 396.8313 | 219.2595 | 177.5717 | 962.2759 | 309.6299 | 652.646 |
Avg Daily Profit (%) | 0.2109 | 0.1165 | 0.0944 | 0.1257 | 0.075 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74537 | -47342 | -40891 | -1311320 | -876979 | -720596 |
Profit Factor | 1.8393 | 1.8319 | 1.8486 | 1.1689 | 1.0963 | 1.263 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 44.6281 | 36.6667 | 52.459 | 44.6281 | 36.6667 | 52.459 |
Ratio Avg Win / Avg Loss | 2.2821 | 3.1643 | 1.6753 | 1.4504 | 1.8936 | 1.1446 |
Largest Winning Trade | 91593 | 91593 | 65454 | 907995 | 907995 | 471775 |
Largest Losing Trade | -19882 | -18062 | -19882 | -419846 | -246596 | -419846 |
Avg Bars in Trades | 91 | 74 | 107 | 91 | 74 | 107 |
Avg Bars in Winners | 145 | 128 | 157 | 145 | 128 | 157 |
Avg Bars in Losers | 46 | 43 | 51 | 46 | 43 | 51 |
Bars Traded | 11013 | 4472 | 6541 | 11013 | 4472 | 6541 |
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 | 339719 | -208580 | -224811 | -61276 | -380938 | -210766 |
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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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