Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516492.5472 | 377700.0802 | 138792.467 | 1054537.5963 | 689799.7081 | 364737.8882 |
Total P&L (%) | 516.4925 | 377.7001 | 138.7925 | 1054.5376 | 689.7997 | 364.7379 |
Avg Daily Profit (%) | 0.4958 | 0.3626 | 0.1332 | 0.2351 | 0.1986 | 0.1476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102635 | -87101 | -41038 | -1058624 | -864740 | -412546 |
Profit Factor | 1.996 | 2.3461 | 1.5832 | 1.2202 | 1.2553 | 1.1748 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 38.0165 | 33.3333 | 42.623 | 38.0165 | 33.3333 | 42.623 |
Ratio Avg Win / Avg Loss | 3.2543 | 4.6921 | 2.1312 | 1.9895 | 2.5106 | 1.5815 |
Largest Winning Trade | 249752 | 249752 | 45440 | 1091925 | 1091925 | 513429 |
Largest Losing Trade | -23524 | -21705 | -23524 | -409372 | -409372 | -323888 |
Avg Bars in Trades | 203 | 172 | 234 | 203 | 172 | 234 |
Avg Bars in Winners | 325 | 274 | 365 | 325 | 274 | 365 |
Avg Bars in Losers | 129 | 122 | 137 | 129 | 122 | 137 |
Bars Traded | 24656 | 10369 | 14287 | 24656 | 10369 | 14287 |
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 | 360701 | -162460 | -177054 | 169423 | -166992 | -187962 |
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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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