Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340273.8949 | 305177.7543 | 35096.1406 | 95322.3316 | 2414.0768 | 92908.2549 |
Total P&L (%) | 340.2739 | 305.1778 | 35.0961 | 95.3223 | 2.4141 | 92.9083 |
Avg Daily Profit (%) | 0.1548 | 0.1388 | 0.016 | 0.0305 | 0.0011 | 0.0299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164111 | -163024 | -82089 | -1354151 | -1595461 | -402142 |
Profit Factor | 1.4276 | 1.7367 | 1.092 | 1.0213 | 1.0009 | 1.0542 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 48 | 47.619 | 48.3871 | 48 | 47.619 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.5466 | 1.9104 | 1.1648 | 1.1064 | 1.101 | 1.1245 |
Largest Winning Trade | 104994 | 104994 | 57137 | 493519 | 493519 | 402216 |
Largest Losing Trade | -48960 | -48960 | -30337 | -386842 | -386842 | -282680 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 61 | 44 | 77 | 61 | 44 | 77 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 6461 | 2582 | 3879 | 6461 | 2582 | 3879 |
Profit Streak | 0 | 0 | 36.7878 | 0 | 0 | 36.7878 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315489 | -151996 | -447757 | -349704 | -724307 | -468104 |
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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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