Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243956.0757 | 85672.1289 | 158283.9469 | 60094.6274 | 32008.5009 | 28086.1265 |
Total P&L (%) | 243.9561 | 85.6721 | 158.2839 | 60.0946 | 32.0085 | 28.0861 |
Avg Daily Profit (%) | 0.234 | 0.0822 | 0.1518 | 0.0451 | 0.0266 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154848 | -68131 | -86985 | -746404 | -331381 | -417512 |
Profit Factor | 1.305 | 1.2298 | 1.3707 | 1.0407 | 1.0484 | 1.0344 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 56.2842 | 54.3478 | 58.2418 | 56.2842 | 54.3478 | 58.2418 |
Ratio Avg Win / Avg Loss | 1.0136 | 1.0331 | 0.9828 | 0.8083 | 0.8807 | 0.7417 |
Largest Winning Trade | 54530 | 46144 | 54530 | 124178 | 99338 | 124178 |
Largest Losing Trade | -70631 | -20597 | -70631 | -157251 | -104933 | -157251 |
Avg Bars in Trades | 21 | 13 | 29 | 21 | 13 | 29 |
Avg Bars in Winners | 23 | 11 | 34 | 23 | 11 | 34 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 3951 | 1261 | 2690 | 3951 | 1261 | 2690 |
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 | 362762 | -83071 | 255365 | -308676 | -328650 | -347725 |
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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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