Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241268.2804 | 212707.4121 | 28560.8683 | 106749.3171 | 13685.7328 | 93063.5843 |
Total P&L (%) | 241.2683 | 212.7074 | 28.5609 | 106.7493 | 13.6857 | 93.0636 |
Avg Daily Profit (%) | 0.2316 | 0.2042 | 0.0274 | 0.0698 | 0.0123 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83769 | -82118 | -31875 | -558238 | -552659 | -125425 |
Profit Factor | 1.5442 | 1.6948 | 1.2082 | 1.0666 | 1.0117 | 1.2125 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 52.8926 | 50 | 55.7377 | 52.8926 | 50 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.3753 | 1.6948 | 0.9594 | 0.9499 | 1.0117 | 0.9629 |
Largest Winning Trade | 115278 | 115278 | 18568 | 175592 | 175592 | 63362 |
Largest Losing Trade | -65975 | -65975 | -30764 | -372998 | -372998 | -103485 |
Avg Bars in Trades | 186 | 351 | 23 | 186 | 351 | 23 |
Avg Bars in Winners | 109 | 203 | 25 | 109 | 203 | 25 |
Avg Bars in Losers | 272 | 498 | 21 | 272 | 498 | 21 |
Bars Traded | 22527 | 21081 | 1446 | 22527 | 21081 | 1446 |
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 | 365892 | -158312 | -322290 | -248066 | -604289 | -271351 |
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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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