Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303806.0093 | 162772.3657 | 141033.6436 | 323375.6956 | 138879.5658 | 184496.1298 |
Total P&L (%) | 303.806 | 162.7724 | 141.0336 | 323.3757 | 138.8796 | 184.4961 |
Avg Daily Profit (%) | 0.1615 | 0.0865 | 0.075 | 0.0767 | 0.0463 | 0.0556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125193 | -66037 | -70793 | -486989 | -329777 | -242195 |
Profit Factor | 1.5694 | 1.6539 | 1.4955 | 1.1753 | 1.1553 | 1.1941 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 50 | 45 | 55 | 50 | 45 | 55 |
Ratio Avg Win / Avg Loss | 1.5694 | 2.0214 | 1.2236 | 1.1753 | 1.412 | 0.977 |
Largest Winning Trade | 71722 | 66686 | 71722 | 255714 | 255714 | 211212 |
Largest Losing Trade | -30836 | -25675 | -30836 | -175457 | -153922 | -175457 |
Avg Bars in Trades | 45 | 34 | 56 | 45 | 34 | 56 |
Avg Bars in Winners | 54 | 41 | 64 | 54 | 41 | 64 |
Avg Bars in Losers | 37 | 28 | 47 | 37 | 28 | 47 |
Bars Traded | 5479 | 2067 | 3412 | 5479 | 2067 | 3412 |
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 | 376249 | -245438 | -260106 | -117897 | -351927 | -295903 |
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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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