Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349875.1023 | 220276.6496 | 129598.4527 | 464887.4919 | 158908.4363 | 305979.0556 |
Total P&L (%) | 349.8751 | 220.2767 | 129.5985 | 464.8875 | 158.9084 | 305.9791 |
Avg Daily Profit (%) | 0.2572 | 0.1619 | 0.0953 | 0.1274 | 0.07 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90787 | -61073 | -98192 | -348494 | -277209 | -132369 |
Profit Factor | 1.6192 | 1.742 | 1.4833 | 1.3735 | 1.2268 | 1.5624 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 46.4 | 46.0317 | 46.7742 | 46.4 | 46.0317 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.8705 | 2.0423 | 1.6879 | 1.5866 | 1.4383 | 1.7779 |
Largest Winning Trade | 88304 | 88304 | 52882 | 163434 | 108014 | 163434 |
Largest Losing Trade | -30790 | -29798 | -30790 | -144868 | -144868 | -86210 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Losers | 23 | 25 | 22 | 23 | 25 | 22 |
Bars Traded | 3871 | 1857 | 2014 | 3871 | 1857 | 2014 |
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 | 363845 | -137347 | -218899 | -22413 | -247840 | -208039 |
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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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