Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312708.7696 | 190202.6708 | 122506.0988 | 1098054.2201 | 849006.2226 | 249047.9976 |
Total P&L (%) | 312.7088 | 190.2027 | 122.5061 | 1098.0542 | 849.0062 | 249.048 |
Avg Daily Profit (%) | 0.6004 | 0.3652 | 0.2352 | 0.4779 | 0.433 | 0.2403 |
Buy And Hold Return (%) | 42.2708 | 42.2708 | 42.2708 | 42.2708 | 42.2708 | 42.2708 |
Max Trade Drawdown | -27474 | -29602 | -22017 | -377451 | -206797 | -300310 |
Profit Factor | 2.2822 | 2.6266 | 1.965 | 1.6766 | 2.1825 | 1.2752 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 43.75 | 44.6429 | 42.8571 | 43.75 | 44.6429 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9343 | 3.2569 | 2.6201 | 2.1557 | 2.7062 | 1.7003 |
Largest Winning Trade | 54971 | 54971 | 31754 | 342326 | 342326 | 274140 |
Largest Losing Trade | -13771 | -13771 | -12911 | -131963 | -116170 | -131963 |
Avg Bars in Trades | 218 | 202 | 234 | 218 | 202 | 234 |
Avg Bars in Winners | 349 | 314 | 386 | 349 | 314 | 386 |
Avg Bars in Losers | 116 | 112 | 120 | 116 | 112 | 120 |
Bars Traded | 24496 | 11354 | 13142 | 24496 | 11354 | 13142 |
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 | 456712 | -170443 | -174948 | 391955 | -168526 | -175131 |
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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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