Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431292.0976 | 266254.5242 | 165037.5734 | 697202.4991 | 593335.8537 | 103866.6455 |
Total P&L (%) | 431.2921 | 266.2545 | 165.0376 | 697.2025 | 593.3359 | 103.8666 |
Avg Daily Profit (%) | 0.2252 | 0.139 | 0.0862 | 0.1084 | 0.1011 | 0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106740 | -84242 | -70905 | -1814019 | -1025481 | -1304639 |
Profit Factor | 1.7857 | 1.8863 | 1.6642 | 1.1141 | 1.198 | 1.0334 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2755 | 1.3473 | 1.1887 | 0.7958 | 0.8557 | 0.7381 |
Largest Winning Trade | 200176 | 200176 | 51154 | 550758 | 550758 | 367991 |
Largest Losing Trade | -49114 | -25847 | -49114 | -769448 | -387630 | -769448 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 38 | 24 | 52 | 38 | 24 | 52 |
Avg Bars in Losers | 16 | 22 | 11 | 16 | 22 | 11 |
Bars Traded | 3558 | 1434 | 2124 | 3558 | 1434 | 2124 |
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 | 424376 | -172825 | -243986 | -142770 | -229747 | -496791 |
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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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