Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566194.8522 | 453257.1967 | 112937.6554 | 238219.8122 | 61111.4166 | 177108.3956 |
Total P&L (%) | 566.1949 | 453.2572 | 112.9377 | 238.2198 | 61.1114 | 177.1084 |
Avg Daily Profit (%) | 0.3248 | 0.26 | 0.0648 | 0.0699 | 0.0274 | 0.0585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98329 | -127165 | -80322 | -165947 | -229163 | -134662 |
Profit Factor | 1.7404 | 2.1078 | 1.3176 | 1.1719 | 1.0801 | 1.2846 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 49 | 16 | 33 | 49 | 16 | 33 |
Losing Trades | 76 | 47 | 29 | 76 | 47 | 29 |
Profitability (%) | 39.2 | 25.3968 | 53.2258 | 39.2 | 25.3968 | 53.2258 |
Ratio Avg Win / Avg Loss | 2.6994 | 6.1915 | 1.1579 | 1.8177 | 3.1727 | 1.1289 |
Largest Winning Trade | 305163 | 305163 | 60848 | 155693 | 155693 | 88756 |
Largest Losing Trade | -44532 | -27111 | -44532 | -89063 | -66860 | -89063 |
Avg Bars in Trades | 41 | 35 | 46 | 41 | 35 | 46 |
Avg Bars in Winners | 72 | 78 | 69 | 72 | 78 | 69 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 5144 | 2267 | 2877 | 5144 | 2267 | 2877 |
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 | 307278 | -162881 | -259983 | -133732 | -463289 | -268588 |
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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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