Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353380.4028 | 236418.6024 | 116961.8004 | 410054.4425 | 235766.3877 | 174288.0548 |
Total P&L (%) | 353.3804 | 236.4186 | 116.9618 | 410.0544 | 235.7664 | 174.2881 |
Avg Daily Profit (%) | 0.2592 | 0.1734 | 0.0858 | 0.1196 | 0.0889 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141668 | -70760 | -134190 | -269486 | -322682 | -197945 |
Profit Factor | 1.5498 | 1.7713 | 1.3478 | 1.2792 | 1.3064 | 1.2493 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 43.3071 | 39.0625 | 47.619 | 43.3071 | 39.0625 | 47.619 |
Ratio Avg Win / Avg Loss | 2.0288 | 2.7633 | 1.4826 | 1.6746 | 2.038 | 1.3742 |
Largest Winning Trade | 100331 | 100331 | 59807 | 192517 | 192517 | 150231 |
Largest Losing Trade | -30943 | -23052 | -30943 | -120621 | -120621 | -91683 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 3895 | 1851 | 2044 | 3895 | 1851 | 2044 |
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 | 308963 | -132681 | -225648 | -34559 | -216493 | -241921 |
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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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