Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259073.4183 | 134455.2231 | 124618.1952 | 162075.6 | 118435.2563 | 43640.3438 |
Total P&L (%) | 259.0734 | 134.4552 | 124.6182 | 162.0756 | 118.4353 | 43.6403 |
Avg Daily Profit (%) | 0.1542 | 0.08 | 0.0742 | 0.0574 | 0.0465 | 0.0216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166192 | -81106 | -113903 | -1564442 | -860658 | -949230 |
Profit Factor | 1.487 | 1.5109 | 1.4635 | 1.0401 | 1.0613 | 1.0207 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 50 | 47.541 | 52.459 | 50 | 47.541 | 52.459 |
Ratio Avg Win / Avg Loss | 1.487 | 1.6672 | 1.3263 | 1.0401 | 1.171 | 0.925 |
Largest Winning Trade | 85965 | 85965 | 55940 | 680579 | 680579 | 347517 |
Largest Losing Trade | -34853 | -30916 | -34853 | -302026 | -277463 | -302026 |
Avg Bars in Trades | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Winners | 55 | 46 | 64 | 55 | 46 | 64 |
Avg Bars in Losers | 24 | 16 | 33 | 24 | 16 | 33 |
Bars Traded | 4908 | 1877 | 3031 | 4908 | 1877 | 3031 |
Profit Streak | 0 | 37.9969 | 0 | 0 | 37.9969 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316066 | -245280 | -254200 | -292402 | -445589 | -526727 |
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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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