Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275001.7832 | 165291.5368 | 109710.2464 | 400453.8116 | 100701.5303 | 299752.2813 |
Total P&L (%) | 275.0018 | 165.2915 | 109.7102 | 400.4538 | 100.7015 | 299.7523 |
Avg Daily Profit (%) | 0.264 | 0.1587 | 0.1053 | 0.1547 | 0.0669 | 0.1331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67639 | -72977 | -21357 | -489877 | -431879 | -196655 |
Profit Factor | 1.718 | 1.684 | 1.7761 | 1.1929 | 1.0796 | 1.3699 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 43.5714 | 35.7143 | 51.4286 | 43.5714 | 35.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.225 | 3.0312 | 1.6774 | 1.5449 | 1.9432 | 1.2938 |
Largest Winning Trade | 101112 | 101112 | 30532 | 382117 | 382117 | 199878 |
Largest Losing Trade | -20513 | -19157 | -20513 | -196655 | -127004 | -196655 |
Avg Bars in Trades | 174 | 216 | 131 | 174 | 216 | 131 |
Avg Bars in Winners | 226 | 321 | 160 | 226 | 321 | 160 |
Avg Bars in Losers | 133 | 158 | 100 | 133 | 158 | 100 |
Bars Traded | 24362 | 15181 | 9181 | 24362 | 15181 | 9181 |
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 | 334615 | -89555 | -142997 | -2126 | -335513 | -108798 |
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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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