Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352067.4139 | 192686.2313 | 159381.1826 | 661345.783 | 331472.2592 | 329873.5238 |
Total P&L (%) | 352.0674 | 192.6862 | 159.3812 | 661.3458 | 331.4723 | 329.8735 |
Avg Daily Profit (%) | 0.1872 | 0.1025 | 0.0847 | 0.108 | 0.0778 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102593 | -50080 | -70858 | -207704 | -157344 | -118162 |
Profit Factor | 1.8727 | 1.86 | 1.8885 | 1.5956 | 1.5157 | 1.7055 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 50.5051 | 40.8163 | 60 | 50.5051 | 40.8163 | 60 |
Ratio Avg Win / Avg Loss | 1.8352 | 2.6971 | 1.259 | 1.5637 | 2.1978 | 1.137 |
Largest Winning Trade | 94442 | 94442 | 68527 | 196787 | 196787 | 170276 |
Largest Losing Trade | -36153 | -25429 | -36153 | -94683 | -94683 | -69274 |
Avg Bars in Trades | 74 | 60 | 87 | 74 | 60 | 87 |
Avg Bars in Winners | 106 | 96 | 112 | 106 | 96 | 112 |
Avg Bars in Losers | 41 | 36 | 49 | 41 | 36 | 49 |
Bars Traded | 7343 | 2986 | 4357 | 7343 | 2986 | 4357 |
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 | 410231 | -56148 | -256100 | -45072 | -90079 | -266019 |
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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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