Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389922.8358 | 304962.4405 | 84960.3952 | 305512.3956 | 198732.8893 | 106779.5064 |
Total P&L (%) | 389.9228 | 304.9624 | 84.9604 | 305.5124 | 198.7329 | 106.7795 |
Avg Daily Profit (%) | 0.2202 | 0.1722 | 0.048 | 0.0791 | 0.0618 | 0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71609 | -81259 | -48580 | -356512 | -298528 | -172018 |
Profit Factor | 1.7754 | 2.1851 | 1.346 | 1.1946 | 1.2358 | 1.1468 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 50.8475 | 50.8475 | 50.8475 | 50.8475 | 50.8475 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.7162 | 2.1122 | 1.3011 | 1.1547 | 1.1946 | 1.1085 |
Largest Winning Trade | 157521 | 157521 | 61593 | 242852 | 242852 | 115563 |
Largest Losing Trade | -39938 | -20639 | -39938 | -153832 | -119390 | -153832 |
Avg Bars in Trades | 58 | 45 | 70 | 58 | 45 | 70 |
Avg Bars in Winners | 90 | 70 | 110 | 90 | 70 | 110 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 6855 | 2688 | 4167 | 6855 | 2688 | 4167 |
Profit Streak | 0 | 0 | 15.2058 | 0 | 0 | 15.2058 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417017 | -165029 | -303957 | -93433 | -287243 | -372684 |
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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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