Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214916.1119 | 108839.0865 | 106077.0254 | 100750.2903 | 69418.383 | 31331.9073 |
Total P&L (%) | 214.9161 | 108.8391 | 106.077 | 100.7503 | 69.4184 | 31.3319 |
Avg Daily Profit (%) | 0.1921 | 0.0973 | 0.0948 | 0.0623 | 0.0471 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88732 | -81008 | -96594 | -317816 | -299028 | -97529 |
Profit Factor | 1.4186 | 1.4064 | 1.432 | 1.1067 | 1.1316 | 1.0752 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 55.3571 | 50 | 60.7143 | 55.3571 | 50 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.1441 | 1.4064 | 0.9266 | 0.8925 | 1.1316 | 0.6957 |
Largest Winning Trade | 42707 | 42707 | 36359 | 131224 | 131224 | 82310 |
Largest Losing Trade | -64055 | -33445 | -64055 | -159490 | -159490 | -65450 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 31 | 21 | 39 | 31 | 21 | 39 |
Avg Bars in Losers | 41 | 54 | 25 | 41 | 54 | 25 |
Bars Traded | 4040 | 2140 | 1900 | 4040 | 2140 | 1900 |
Profit Streak | 0 | 0 | 90.9988 | 0 | 0 | 90.9988 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336762 | -242412 | -244465 | -213583 | -385830 | -480144 |
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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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