Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256023.0738 | 59695.6126 | 196327.4613 | 195185.4127 | 125670.4754 | 69514.9373 |
Total P&L (%) | 256.0231 | 59.6956 | 196.3275 | 195.1854 | 125.6705 | 69.5149 |
Avg Daily Profit (%) | 0.1697 | 0.0396 | 0.1302 | 0.0718 | 0.054 | 0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99996 | -99305 | -62613 | -639119 | -490188 | -302945 |
Profit Factor | 1.3876 | 1.1709 | 1.6305 | 1.0811 | 1.1012 | 1.0596 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 50.6667 | 45.3333 | 56 | 50.6667 | 45.3333 | 56 |
Ratio Avg Win / Avg Loss | 1.351 | 1.412 | 1.2811 | 1.0526 | 1.328 | 0.8325 |
Largest Winning Trade | 69955 | 69955 | 47553 | 263359 | 263359 | 207175 |
Largest Losing Trade | -29622 | -29622 | -26580 | -126091 | -126091 | -110506 |
Avg Bars in Trades | 28 | 19 | 38 | 28 | 19 | 38 |
Avg Bars in Winners | 37 | 24 | 48 | 37 | 24 | 48 |
Avg Bars in Losers | 19 | 14 | 24 | 19 | 14 | 24 |
Bars Traded | 4301 | 1438 | 2863 | 4301 | 1438 | 2863 |
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 | 328738 | -231706 | -73183 | -227302 | -288498 | -358733 |
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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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