Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690057.5177 | 512377.1775 | 177680.3402 | 1591067.6867 | 662483.9726 | 928583.7142 |
Total P&L (%) | 690.0575 | 512.3772 | 177.6803 | 1591.0677 | 662.484 | 928.5837 |
Avg Daily Profit (%) | 0.3629 | 0.2695 | 0.0935 | 0.1488 | 0.1069 | 0.1227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117330 | -145374 | -121436 | -1213765 | -1227027 | -367025 |
Profit Factor | 1.9917 | 2.4767 | 1.5093 | 1.3438 | 1.2369 | 1.507 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 46.1538 | 40.678 | 51.7241 | 46.1538 | 40.678 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.3237 | 3.6118 | 1.4087 | 1.5678 | 1.8038 | 1.4065 |
Largest Winning Trade | 266244 | 266244 | 60169 | 1102763 | 1102763 | 634012 |
Largest Losing Trade | -41811 | -35994 | -41811 | -531221 | -531221 | -234099 |
Avg Bars in Trades | 95 | 87 | 102 | 95 | 87 | 102 |
Avg Bars in Winners | 155 | 157 | 153 | 155 | 157 | 153 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 11115 | 5174 | 5941 | 11115 | 5174 | 5941 |
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 | 433060 | -167231 | -246673 | 228576 | -229631 | -207324 |
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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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