Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245105.7701 | 92614.5865 | 152491.1836 | 367117.1353 | 154301.6203 | 212815.515 |
Total P&L (%) | 245.1058 | 92.6146 | 152.4912 | 367.1171 | 154.3016 | 212.8155 |
Avg Daily Profit (%) | 0.218 | 0.0824 | 0.1356 | 0.1372 | 0.083 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112800 | -78334 | -44471 | -1074296 | -764961 | -433731 |
Profit Factor | 1.5998 | 1.4373 | 1.7748 | 1.1106 | 1.0923 | 1.1292 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 45.082 | 42.623 | 47.541 | 45.082 | 42.623 | 47.541 |
Ratio Avg Win / Avg Loss | 1.9489 | 1.9348 | 1.9584 | 1.3529 | 1.4703 | 1.246 |
Largest Winning Trade | 51480 | 51480 | 42238 | 422513 | 245774 | 422513 |
Largest Losing Trade | -24842 | -16710 | -24842 | -201931 | -201931 | -174155 |
Avg Bars in Trades | 53 | 33 | 72 | 53 | 33 | 72 |
Avg Bars in Winners | 77 | 42 | 109 | 77 | 42 | 109 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 6495 | 2056 | 4439 | 6495 | 2056 | 4439 |
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 | 331683 | -245768 | -171239 | -110347 | -365944 | -298521 |
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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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