Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771686.1218 | 613014.8608 | 158671.2609 | 1472240.8009 | 1414561.5182 | 57679.2827 |
Total P&L (%) | 771.6861 | 613.0149 | 158.6713 | 1472.2408 | 1414.5615 | 57.6793 |
Avg Daily Profit (%) | 0.4116 | 0.3269 | 0.0846 | 0.147 | 0.1451 | 0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192134 | -94882 | -155324 | -3284149 | -1894699 | -1722526 |
Profit Factor | 2.0552 | 2.5087 | 1.4882 | 1.2534 | 1.4269 | 1.0231 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 46.2963 | 48.1481 | 44.4444 | 46.2963 | 48.1481 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.384 | 2.7017 | 1.8603 | 1.4539 | 1.5367 | 1.2789 |
Largest Winning Trade | 243438 | 243438 | 74399 | 1114270 | 1114270 | 742354 |
Largest Losing Trade | -53161 | -53161 | -49773 | -1465246 | -1465246 | -734565 |
Avg Bars in Trades | 102 | 96 | 108 | 102 | 96 | 108 |
Avg Bars in Winners | 124 | 123 | 124 | 124 | 123 | 124 |
Avg Bars in Losers | 83 | 71 | 96 | 83 | 71 | 96 |
Bars Traded | 11074 | 5211 | 5863 | 11074 | 5211 | 5863 |
Profit Streak | 0 | 0 | 80.5273 | 0 | 0 | 80.5273 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453583 | -166870 | -258880 | 83423 | -177794 | -537615 |
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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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