Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394503.7331 | 247048.8279 | 147454.9052 | 750031.4491 | 335231.6032 | 414799.8459 |
Total P&L (%) | 394.5037 | 247.0488 | 147.4549 | 750.0314 | 335.2316 | 414.7998 |
Avg Daily Profit (%) | 0.1655 | 0.1036 | 0.0619 | 0.0898 | 0.0617 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140022 | -94762 | -108460 | -656867 | -898162 | -544379 |
Profit Factor | 1.7844 | 1.9402 | 1.6139 | 1.2319 | 1.1836 | 1.2946 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 48.4848 | 44.898 | 52 | 48.4848 | 44.898 | 52 |
Ratio Avg Win / Avg Loss | 1.8959 | 2.3812 | 1.4898 | 1.3089 | 1.4526 | 1.195 |
Largest Winning Trade | 80660 | 80660 | 46073 | 531562 | 531562 | 302549 |
Largest Losing Trade | -37214 | -37214 | -32793 | -401025 | -327231 | -401025 |
Avg Bars in Trades | 67 | 109 | 26 | 67 | 109 | 26 |
Avg Bars in Winners | 76 | 127 | 34 | 76 | 127 | 34 |
Avg Bars in Losers | 58 | 94 | 18 | 58 | 94 | 18 |
Bars Traded | 6676 | 5350 | 1326 | 6676 | 5350 | 1326 |
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 | 373853 | -52819 | -287900 | -73284 | -131007 | -280584 |
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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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