Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291807.1993 | 167326.5518 | 124480.6475 | 310700.0136 | 136294.8892 | 174405.1244 |
Total P&L (%) | 291.8072 | 167.3266 | 124.4806 | 310.7 | 136.2949 | 174.4051 |
Avg Daily Profit (%) | 0.1552 | 0.089 | 0.0662 | 0.0752 | 0.0458 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96358 | -40984 | -80359 | -306316 | -196541 | -186034 |
Profit Factor | 1.5837 | 1.6405 | 1.5215 | 1.1999 | 1.1587 | 1.2509 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 45.2991 | 41.3793 | 49.1525 | 45.2991 | 41.3793 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.9123 | 2.324 | 1.5739 | 1.449 | 1.6415 | 1.294 |
Largest Winning Trade | 75601 | 75601 | 65887 | 253679 | 253679 | 117456 |
Largest Losing Trade | -25560 | -25560 | -24245 | -117729 | -75018 | -117729 |
Avg Bars in Trades | 47 | 37 | 56 | 47 | 37 | 56 |
Avg Bars in Winners | 73 | 61 | 83 | 73 | 61 | 83 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 5508 | 2174 | 3334 | 5508 | 2174 | 3334 |
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 | 311371 | -254437 | -278983 | -94685 | -360058 | -298421 |
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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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