Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215627.4593 | 167830.3197 | 47797.1396 | 196125.1426 | 71025.9463 | 125099.1962 |
Total P&L (%) | 215.6275 | 167.8303 | 47.7971 | 196.1251 | 71.0259 | 125.0992 |
Avg Daily Profit (%) | 0.207 | 0.1611 | 0.0459 | 0.1043 | 0.0515 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86146 | -87227 | -43680 | -495980 | -446317 | -301574 |
Profit Factor | 1.5175 | 1.7676 | 1.2413 | 1.1258 | 1.0818 | 1.1809 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 44.8 | 39.6825 | 50 | 44.8 | 39.6825 | 50 |
Ratio Avg Win / Avg Loss | 1.8697 | 2.6867 | 1.2413 | 1.3871 | 1.6444 | 1.1809 |
Largest Winning Trade | 109964 | 109964 | 25427 | 193341 | 193341 | 140501 |
Largest Losing Trade | -23075 | -15071 | -23075 | -167533 | -84169 | -167533 |
Avg Bars in Trades | 195 | 179 | 212 | 195 | 179 | 212 |
Avg Bars in Winners | 258 | 251 | 264 | 258 | 251 | 264 |
Avg Bars in Losers | 144 | 132 | 160 | 144 | 132 | 160 |
Bars Traded | 24478 | 11313 | 13165 | 24478 | 11313 | 13165 |
Profit Streak | 0 | 0 | 63.6886 | 0 | 0 | 63.6886 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306507 | -140330 | -286223 | -137668 | -404474 | -263271 |
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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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