Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651395.1155 | 546725.5371 | 104669.5784 | 871593.4902 | 648632.2401 | 222961.2501 |
Total P&L (%) | 651.3951 | 546.7255 | 104.6696 | 871.5935 | 648.6322 | 222.9613 |
Avg Daily Profit (%) | 0.2836 | 0.2381 | 0.0456 | 0.0991 | 0.0877 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138034 | -119866 | -108175 | -251415 | -133719 | -231843 |
Profit Factor | 2.1147 | 2.8177 | 1.3691 | 1.934 | 2.357 | 1.4898 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 41.1215 | 38.8889 | 43.3962 | 41.1215 | 38.8889 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.0278 | 4.4278 | 1.7858 | 2.7691 | 3.7039 | 1.9432 |
Largest Winning Trade | 226401 | 226401 | 50954 | 370828 | 370828 | 186867 |
Largest Losing Trade | -45877 | -34143 | -45877 | -139949 | -74398 | -139949 |
Avg Bars in Trades | 59 | 40 | 78 | 59 | 40 | 78 |
Avg Bars in Winners | 102 | 70 | 132 | 102 | 70 | 132 |
Avg Bars in Losers | 28 | 21 | 36 | 28 | 21 | 36 |
Bars Traded | 6331 | 2180 | 4151 | 6331 | 2180 | 4151 |
Profit Streak | 0 | 0 | 85.5783 | 0 | 0 | 85.5783 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345810 | -170635 | -312086 | -59815 | -255356 | -304035 |
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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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