Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319567.718 | 145644.8374 | 173922.8806 | 1083374.5812 | 573844.6505 | 509529.9307 |
Total P&L (%) | 319.5677 | 145.6448 | 173.9229 | 1083.3746 | 573.8447 | 509.5299 |
Avg Daily Profit (%) | 0.348 | 0.1586 | 0.1894 | 0.2694 | 0.208 | 0.197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41896 | -47389 | -40195 | -503866 | -370562 | -303693 |
Profit Factor | 1.952 | 1.8155 | 2.1073 | 1.546 | 1.5833 | 1.5094 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 45.2381 | 38.0952 | 52.381 | 45.2381 | 38.0952 | 52.381 |
Ratio Avg Win / Avg Loss | 2.363 | 2.9501 | 1.9157 | 1.8715 | 2.5728 | 1.3722 |
Largest Winning Trade | 49151 | 49151 | 33741 | 448705 | 448705 | 227856 |
Largest Losing Trade | -14680 | -14680 | -14264 | -152287 | -103283 | -152287 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
Bars Traded | 2650 | 1383 | 1267 | 2650 | 1383 | 1267 |
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 | 408729 | -140598 | -134556 | 363228 | -140278 | -136718 |
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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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