Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437871.6405 | 396785.9779 | 41085.6625 | 1061.0854 | 422072.3508 | -421011.2654 |
Total P&L (%) | 437.8716 | 396.786 | 41.0857 | 1.0611 | 422.0724 | -421.0113 |
Avg Daily Profit (%) | 0.2332 | 0.2113 | 0.0219 | 0.0006 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199223 | -134770 | -89762 | -1019631 | -481847 | -576241 |
Profit Factor | 1.6989 | 1.9187 | 1.2111 | 1.0007 | 1.5048 | 0.4396 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 49.5496 | 36.3636 | 62.5 | 49.5496 | 36.3636 | 62.5 |
Ratio Avg Win / Avg Loss | 1.7298 | 3.3578 | 0.7266 | 1.0189 | 2.6335 | 0.2638 |
Largest Winning Trade | 396342 | 396342 | 60611 | 852031 | 852031 | 74419 |
Largest Losing Trade | -55846 | -39469 | -55846 | -392085 | -203422 | -392085 |
Avg Bars in Trades | 197 | 365 | 32 | 197 | 365 | 32 |
Avg Bars in Winners | 275 | 703 | 31 | 275 | 703 | 31 |
Avg Bars in Losers | 120 | 171 | 34 | 120 | 171 | 34 |
Bars Traded | 21900 | 20077 | 1823 | 21900 | 20077 | 1823 |
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 | 404772 | -174275 | -346320 | -577507 | -258595 | -759212 |
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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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