Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290212.5876 | 207866.2542 | 82346.3334 | 84677.6061 | 183574.5071 | -98896.9009 |
Total P&L (%) | 290.2126 | 207.8663 | 82.3463 | 84.6776 | 183.5745 | -98.8969 |
Avg Daily Profit (%) | 0.2133 | 0.1528 | 0.0605 | 0.0451 | 0.0767 | -0.3308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137926 | -95228 | -73618 | -983968 | -579392 | -524420 |
Profit Factor | 1.5293 | 1.7894 | 1.289 | 1.0324 | 1.1437 | 0.9261 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 45.4545 | 41.8182 | 49.0909 | 45.4545 | 41.8182 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.8352 | 2.4896 | 1.3367 | 1.2388 | 1.5912 | 0.9604 |
Largest Winning Trade | 199073 | 199073 | 57071 | 357981 | 357981 | 244948 |
Largest Losing Trade | -34814 | -26209 | -34814 | -323378 | -197806 | -323378 |
Avg Bars in Trades | 34 | 23 | 45 | 34 | 23 | 45 |
Avg Bars in Winners | 55 | 31 | 75 | 55 | 31 | 75 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 3802 | 1305 | 2498 | 3802 | 1305 | 2498 |
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 | 318819 | -172347 | -292486 | -319068 | -334903 | -761186 |
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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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