Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374351.7947 | 367371.9226 | 6979.8721 | 5293.7584 | 3241.1609 | 2052.5975 |
Total P&L (%) | 374.3518 | 367.3719 | 6.9799 | 5.2938 | 3.2412 | 2.0526 |
Avg Daily Profit (%) | 0.1589 | 0.1559 | 0.003 | 0.0022 | 0.0014 | 0.0009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123742 | -72189 | -167833 | -214499 | -111512 | -120853 |
Profit Factor | 1.5795 | 2.2451 | 1.0199 | 1.0075 | 1.0096 | 1.0056 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 40.4762 | 42.8571 | 38.0952 | 40.4762 | 42.8571 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.3228 | 2.9934 | 1.6573 | 1.4817 | 1.3462 | 1.6341 |
Largest Winning Trade | 223509 | 223509 | 66994 | 75365 | 58063 | 75365 |
Largest Losing Trade | -63400 | -54631 | -63400 | -60399 | -50485 | -60399 |
Avg Bars in Trades | 162 | 142 | 182 | 162 | 142 | 182 |
Avg Bars in Winners | 251 | 220 | 286 | 251 | 220 | 286 |
Avg Bars in Losers | 101 | 83 | 118 | 101 | 83 | 118 |
Bars Traded | 13642 | 5976 | 7666 | 13642 | 5976 | 7666 |
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 | 240968 | 316194 | -556759 | -571369 | -569427 | -575261 |
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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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