Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470807.7793 | 365635.3486 | 105172.4306 | 761440.1753 | 549984.5652 | 211455.6101 |
Total P&L (%) | 470.8078 | 365.6353 | 105.1724 | 761.4402 | 549.9846 | 211.4556 |
Avg Daily Profit (%) | 0.2136 | 0.1658 | 0.0477 | 0.0977 | 0.0849 | 0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82389 | -76818 | -77331 | -368669 | -328222 | -355458 |
Profit Factor | 1.8458 | 2.5424 | 1.3291 | 1.3481 | 1.571 | 1.1727 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 55.4455 | 56.8627 | 54 | 55.4455 | 56.8627 | 54 |
Ratio Avg Win / Avg Loss | 1.4832 | 1.9287 | 1.1322 | 1.0833 | 1.1918 | 0.999 |
Largest Winning Trade | 127249 | 127249 | 50646 | 319646 | 319646 | 282518 |
Largest Losing Trade | -43174 | -40643 | -43174 | -193629 | -152098 | -193629 |
Avg Bars in Trades | 63 | 50 | 76 | 63 | 50 | 76 |
Avg Bars in Winners | 79 | 61 | 99 | 79 | 61 | 99 |
Avg Bars in Losers | 43 | 36 | 49 | 43 | 36 | 49 |
Bars Traded | 6416 | 2588 | 3828 | 6416 | 2588 | 3828 |
Profit Streak | 0 | 0 | 48.2807 | 0 | 0 | 48.2807 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399714 | -166989 | -307914 | -60738 | -256565 | -335236 |
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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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