Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226517.3676 | 117403.1108 | 109114.2567 | 40335.5927 | 16023.9762 | 24311.6165 |
Total P&L (%) | 226.5174 | 117.4031 | 109.1143 | 40.3356 | 16.024 | 24.3116 |
Avg Daily Profit (%) | 0.2028 | 0.1051 | 0.0977 | 0.0303 | 0.0133 | 0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123555 | -61646 | -84543 | -386887 | -156024 | -313804 |
Profit Factor | 1.3917 | 1.402 | 1.3811 | 1.0308 | 1.0268 | 1.0341 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 54.6218 | 48.3333 | 61.0169 | 54.6218 | 48.3333 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.1562 | 1.4987 | 0.8824 | 0.8563 | 1.0976 | 0.6607 |
Largest Winning Trade | 124929 | 124929 | 37304 | 179309 | 179309 | 96104 |
Largest Losing Trade | -54311 | -29161 | -54311 | -202445 | -88494 | -202445 |
Avg Bars in Trades | 109 | 86 | 133 | 109 | 86 | 133 |
Avg Bars in Winners | 105 | 64 | 138 | 105 | 64 | 138 |
Avg Bars in Losers | 114 | 107 | 124 | 114 | 107 | 124 |
Bars Traded | 13047 | 5184 | 7863 | 13047 | 5184 | 7863 |
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 | 331343 | -221796 | -238908 | -341969 | -545468 | -530778 |
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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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