Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247021.5475 | 123081.2864 | 123940.2611 | 262263.9967 | 151652.7975 | 110611.1992 |
Total P&L (%) | 247.0215 | 123.0813 | 123.9403 | 262.264 | 151.6528 | 110.6112 |
Avg Daily Profit (%) | 0.219 | 0.1091 | 0.1099 | 0.1142 | 0.0818 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68599 | -35786 | -71033 | -368728 | -216817 | -190381 |
Profit Factor | 1.4993 | 1.512 | 1.4873 | 1.1915 | 1.224 | 1.1597 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 62.3932 | 63.7931 | 61.0169 | 62.3932 | 63.7931 | 61.0169 |
Ratio Avg Win / Avg Loss | 0.9037 | 0.8581 | 0.9502 | 0.7182 | 0.6947 | 0.7409 |
Largest Winning Trade | 44478 | 44478 | 39991 | 201813 | 112054 | 201813 |
Largest Losing Trade | -43935 | -24664 | -43935 | -122931 | -102222 | -122931 |
Avg Bars in Trades | 51 | 55 | 48 | 51 | 55 | 48 |
Avg Bars in Winners | 46 | 43 | 50 | 46 | 43 | 50 |
Avg Bars in Losers | 60 | 74 | 46 | 60 | 74 | 46 |
Bars Traded | 6065 | 3195 | 2870 | 6065 | 3195 | 2870 |
Profit Streak | 0 | 110.8786 | 0 | 0 | 110.8786 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336080 | -224916 | -221995 | -50213 | -263030 | -326518 |
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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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