Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305711.2322 | 188091.0141 | 117620.2181 | 1033441.4423 | 850343.5631 | 183097.8792 |
Total P&L (%) | 305.7112 | 188.091 | 117.6202 | 1033.4414 | 850.3436 | 183.0979 |
Avg Daily Profit (%) | 0.587 | 0.3611 | 0.2258 | 0.4672 | 0.4333 | 0.2 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48770 | -19563 | -41940 | -682574 | -235260 | -625349 |
Profit Factor | 2.2031 | 2.5494 | 1.8863 | 1.471 | 1.8993 | 1.1467 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 39.3701 | 40.625 | 38.0952 | 39.3701 | 40.625 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.3928 | 3.7261 | 3.0653 | 2.2654 | 2.7758 | 1.8633 |
Largest Winning Trade | 51500 | 51500 | 35059 | 414987 | 414987 | 338259 |
Largest Losing Trade | -10825 | -10586 | -10825 | -113971 | -91816 | -113971 |
Avg Bars in Trades | 192 | 179 | 206 | 192 | 179 | 206 |
Avg Bars in Winners | 367 | 328 | 409 | 367 | 328 | 409 |
Avg Bars in Losers | 79 | 76 | 81 | 79 | 76 | 81 |
Bars Traded | 24457 | 11460 | 12997 | 24457 | 11460 | 12997 |
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 | 387171 | -129813 | -140733 | 295059 | -130035 | -202612 |
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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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