Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634611.9825 | 550835.7427 | 83776.2398 | 520923.0954 | 203385.2869 | 317537.8086 |
Total P&L (%) | 634.612 | 550.8357 | 83.7762 | 520.9231 | 203.3853 | 317.5378 |
Avg Daily Profit (%) | 0.2538 | 0.2203 | 0.0335 | 0.073 | 0.0444 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116502 | -110143 | -54389 | -617278 | -600904 | -240125 |
Profit Factor | 1.8323 | 2.1837 | 1.2819 | 1.1974 | 1.113 | 1.3788 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 48.4848 | 44 | 53.0612 | 48.4848 | 44 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.9468 | 2.7793 | 1.134 | 1.2723 | 1.4165 | 1.2197 |
Largest Winning Trade | 156909 | 156909 | 43701 | 416244 | 416244 | 206720 |
Largest Losing Trade | -50565 | -48986 | -50565 | -383603 | -383603 | -237232 |
Avg Bars in Trades | 71 | 63 | 80 | 71 | 63 | 80 |
Avg Bars in Winners | 79 | 53 | 102 | 79 | 53 | 102 |
Avg Bars in Losers | 64 | 72 | 54 | 64 | 72 | 54 |
Bars Traded | 7120 | 3187 | 3933 | 7120 | 3187 | 3933 |
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 | 419342 | -170022 | -147670 | -98650 | -412241 | -115522 |
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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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