Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412838.8132 | 283809.5966 | 129029.2166 | 292252.1727 | 114489.6801 | 177762.4925 |
Total P&L (%) | 412.8388 | 283.8096 | 129.0292 | 292.2522 | 114.4897 | 177.7625 |
Avg Daily Profit (%) | 0.235 | 0.1616 | 0.0735 | 0.0778 | 0.0435 | 0.0582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90179 | -81990 | -60729 | -258506 | -178333 | -143759 |
Profit Factor | 1.6505 | 1.9008 | 1.4037 | 1.2181 | 1.179 | 1.2538 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 42.3423 | 37.5 | 47.2727 | 42.3423 | 37.5 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.2475 | 3.1681 | 1.5657 | 1.6587 | 1.965 | 1.3985 |
Largest Winning Trade | 180413 | 180413 | 74474 | 170237 | 136662 | 170237 |
Largest Losing Trade | -38168 | -33782 | -38168 | -111803 | -45932 | -111803 |
Avg Bars in Trades | 62 | 34 | 91 | 62 | 34 | 91 |
Avg Bars in Winners | 106 | 49 | 151 | 106 | 49 | 151 |
Avg Bars in Losers | 30 | 24 | 37 | 30 | 24 | 37 |
Bars Traded | 6935 | 1912 | 5023 | 6935 | 1912 | 5023 |
Profit Streak | 0 | 0 | 22.1747 | 0 | 0 | 22.1747 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301077 | -174292 | -273600 | -91008 | -342578 | -296001 |
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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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