Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350667.5039 | 252963.9292 | 97703.5748 | 135233.3026 | 105886.9017 | 29346.401 |
Total P&L (%) | 350.6675 | 252.9639 | 97.7036 | 135.2333 | 105.8869 | 29.3464 |
Avg Daily Profit (%) | 0.1836 | 0.1325 | 0.0512 | 0.0448 | 0.0378 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114305 | -110891 | -69824 | -294600 | -266935 | -181579 |
Profit Factor | 1.585 | 1.7575 | 1.368 | 1.1042 | 1.1488 | 1.0501 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.585 | 1.7575 | 1.368 | 1.1042 | 1.1488 | 1.0501 |
Largest Winning Trade | 217144 | 217144 | 56308 | 233038 | 233038 | 91113 |
Largest Losing Trade | -33508 | -33508 | -26618 | -96728 | -67545 | -96728 |
Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Winners | 53 | 61 | 44 | 53 | 61 | 44 |
Avg Bars in Losers | 27 | 32 | 23 | 27 | 32 | 23 |
Bars Traded | 3563 | 2065 | 1498 | 3563 | 2065 | 1498 |
Profit Streak | 0 | 105.4374 | 0 | 0 | 105.4374 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383503 | -11424 | -124025 | -238740 | -197857 | -343392 |
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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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