Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451704.0964 | 342223.4992 | 109480.5971 | 828053.0174 | 448540.6391 | 379512.3783 |
Total P&L (%) | 451.7041 | 342.2235 | 109.4806 | 828.053 | 448.5406 | 379.5124 |
Avg Daily Profit (%) | 0.3657 | 0.277 | 0.0886 | 0.1805 | 0.1379 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135565 | -73606 | -100652 | -551623 | -466997 | -281566 |
Profit Factor | 1.7085 | 2.0328 | 1.3576 | 1.3828 | 1.3745 | 1.3931 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 60.6557 | 55.7377 | 65.5738 | 60.6557 | 55.7377 | 65.5738 |
Ratio Avg Win / Avg Loss | 1.1082 | 1.6143 | 0.7127 | 0.8969 | 1.0915 | 0.7314 |
Largest Winning Trade | 103853 | 103853 | 23839 | 355391 | 355391 | 211184 |
Largest Losing Trade | -48270 | -42527 | -48270 | -281566 | -258276 | -281566 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Losers | 34 | 39 | 27 | 34 | 39 | 27 |
Bars Traded | 3616 | 2128 | 1488 | 3616 | 2128 | 1488 |
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 | 473266 | -148793 | -235254 | 315975 | -169365 | -183899 |
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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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