Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382709.7635 | 288794.0469 | 93915.7166 | 156123.1401 | 75578.7875 | 80544.3526 |
Total P&L (%) | 382.7098 | 288.794 | 93.9157 | 156.1231 | 75.5788 | 80.5444 |
Avg Daily Profit (%) | 0.1996 | 0.1506 | 0.049 | 0.0491 | 0.0294 | 0.0308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145037 | -139716 | -44128 | -897524 | -631707 | -358145 |
Profit Factor | 1.6814 | 1.8098 | 1.458 | 1.0583 | 1.0462 | 1.0773 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 50 | 46.1538 | 53.8462 | 50 | 46.1538 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.6814 | 2.1114 | 1.2497 | 1.0583 | 1.2206 | 0.9234 |
Largest Winning Trade | 245248 | 245248 | 43255 | 542429 | 542429 | 265528 |
Largest Losing Trade | -40153 | -40153 | -33700 | -319707 | -227281 | -319707 |
Avg Bars in Trades | 107 | 175 | 40 | 107 | 175 | 40 |
Avg Bars in Winners | 131 | 224 | 51 | 131 | 224 | 51 |
Avg Bars in Losers | 84 | 133 | 27 | 84 | 133 | 27 |
Bars Traded | 11224 | 9123 | 2101 | 11224 | 9123 | 2101 |
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 | 398864 | -170919 | -306009 | -283461 | -504868 | -468393 |
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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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