Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305826.4621 | 95914.2345 | 209912.2276 | 246564.7308 | 170494.024 | 76070.7068 |
Total P&L (%) | 305.8265 | 95.9142 | 209.9122 | 246.5647 | 170.494 | 76.0707 |
Avg Daily Profit (%) | 0.2061 | 0.0646 | 0.1415 | 0.0838 | 0.0671 | 0.0381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162889 | -70891 | -100092 | -934824 | -502707 | -624261 |
Profit Factor | 1.5046 | 1.3209 | 1.6835 | 1.0849 | 1.1234 | 1.05 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 48.2143 | 41.0714 | 55.3571 | 48.2143 | 41.0714 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.6161 | 1.8952 | 1.3576 | 1.1653 | 1.6118 | 0.8468 |
Largest Winning Trade | 70012 | 53998 | 70012 | 334378 | 334378 | 166358 |
Largest Losing Trade | -28046 | -23889 | -28046 | -308536 | -163892 | -308536 |
Avg Bars in Trades | 154 | 118 | 189 | 154 | 118 | 189 |
Avg Bars in Winners | 205 | 141 | 252 | 205 | 141 | 252 |
Avg Bars in Losers | 106 | 101 | 112 | 106 | 101 | 112 |
Bars Traded | 17248 | 6617 | 10631 | 17248 | 6617 | 10631 |
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 | 349991 | -288820 | -181456 | -208553 | -370587 | -488489 |
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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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