Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525203.9929 | 386569.4044 | 138634.5885 | 1044947.3965 | 654287.7187 | 390659.6777 |
Total P&L (%) | 525.204 | 386.5694 | 138.6346 | 1044.9474 | 654.2877 | 390.6597 |
Avg Daily Profit (%) | 0.5042 | 0.3711 | 0.1331 | 0.2343 | 0.1942 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118940 | -84746 | -44029 | -1731323 | -1544560 | -603848 |
Profit Factor | 2.2223 | 2.4921 | 1.8126 | 1.1783 | 1.1872 | 1.1652 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 36.8932 | 27.451 | 46.1538 | 36.8932 | 27.451 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.8013 | 6.5862 | 2.1147 | 2.0155 | 3.1376 | 1.3594 |
Largest Winning Trade | 179088 | 179088 | 32056 | 1414890 | 1414890 | 482585 |
Largest Losing Trade | -22777 | -22777 | -20820 | -579438 | -579438 | -478207 |
Avg Bars in Trades | 238 | 214 | 262 | 238 | 214 | 262 |
Avg Bars in Winners | 395 | 396 | 395 | 395 | 396 | 395 |
Avg Bars in Losers | 147 | 145 | 149 | 147 | 145 | 149 |
Bars Traded | 24602 | 10946 | 13656 | 24602 | 10946 | 13656 |
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 | 361581 | -185512 | -193466 | -19766 | -204854 | -213164 |
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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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