Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605951.5282 | 468674.7226 | 137276.8056 | 674057.5763 | 418702.2251 | 255355.3511 |
Total P&L (%) | 605.9515 | 468.6747 | 137.2768 | 674.0576 | 418.7022 | 255.3554 |
Avg Daily Profit (%) | 0.2631 | 0.2035 | 0.0596 | 0.0889 | 0.0715 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109168 | -83383 | -145262 | -135296 | -101704 | -156446 |
Profit Factor | 1.8819 | 2.3874 | 1.393 | 1.756 | 1.8512 | 1.6387 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 40.1961 | 37.2549 | 43.1373 | 40.1961 | 37.2549 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.7999 | 4.0209 | 1.8363 | 2.6125 | 3.1179 | 2.1601 |
Largest Winning Trade | 208269 | 208269 | 61325 | 234572 | 234572 | 177925 |
Largest Losing Trade | -48100 | -35929 | -48100 | -87813 | -87813 | -46929 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 102 | 98 | 106 | 102 | 98 | 106 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 6770 | 3191 | 3579 | 6770 | 3191 | 3579 |
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 | 309901 | -172812 | -294289 | -74066 | -278966 | -298998 |
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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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