Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308221.4349 | 178752.7234 | 129468.7115 | 806682.9069 | 309158.4837 | 497524.4232 |
Total P&L (%) | 308.2214 | 178.7527 | 129.4687 | 806.6829 | 309.1585 | 497.5244 |
Avg Daily Profit (%) | 0.5341 | 0.3098 | 0.2244 | 0.3828 | 0.2444 | 0.3103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57759 | -49191 | -30932 | -389381 | -483553 | -139649 |
Profit Factor | 2.1841 | 2.0923 | 2.3394 | 1.6333 | 1.3632 | 2.1772 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 57.4257 | 52.9412 | 62 | 57.4257 | 52.9412 | 62 |
Ratio Avg Win / Avg Loss | 1.6192 | 1.8599 | 1.4338 | 1.2109 | 1.2117 | 1.3344 |
Largest Winning Trade | 84112 | 84112 | 30695 | 491162 | 491162 | 230717 |
Largest Losing Trade | -22978 | -22978 | -17841 | -238632 | -238632 | -112104 |
Avg Bars in Trades | 131 | 123 | 138 | 131 | 123 | 138 |
Avg Bars in Winners | 138 | 125 | 149 | 138 | 125 | 149 |
Avg Bars in Losers | 121 | 121 | 121 | 121 | 121 | 121 |
Bars Traded | 13256 | 6315 | 6941 | 13256 | 6315 | 6941 |
Profit Streak | 0 | 0 | 502.7959 | 0 | 0 | 502.7959 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557040 | -167526 | -166756 | 447208 | -171593 | -166335 |
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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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