Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787130.1003 | 682619.6004 | 104510.4998 | 669542.9547 | 306507.9812 | 363034.9735 |
Total P&L (%) | 787.1301 | 682.6196 | 104.5105 | 669.543 | 306.508 | 363.035 |
Avg Daily Profit (%) | 0.4201 | 0.3643 | 0.0558 | 0.109 | 0.0749 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116665 | -80635 | -74348 | -444380 | -336288 | -219438 |
Profit Factor | 2.3317 | 3.1523 | 1.3815 | 1.2643 | 1.2178 | 1.3225 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 40.678 | 33.8983 | 47.4576 | 40.678 | 33.8983 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.4004 | 6.147 | 1.5296 | 1.8438 | 2.3747 | 1.4642 |
Largest Winning Trade | 627479 | 627479 | 46935 | 481303 | 481303 | 155815 |
Largest Losing Trade | -32222 | -32222 | -28375 | -138889 | -107466 | -138889 |
Avg Bars in Trades | 187 | 172 | 201 | 187 | 172 | 201 |
Avg Bars in Winners | 298 | 306 | 292 | 298 | 306 | 292 |
Avg Bars in Losers | 111 | 104 | 120 | 111 | 104 | 120 |
Bars Traded | 22091 | 10191 | 11900 | 22091 | 10191 | 11900 |
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 | 397708 | -167753 | -294407 | -49424 | -275492 | -261139 |
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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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