Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322614.2581 | 186848.9693 | 135765.2888 | 615422.4259 | 281187.096 | 334235.3299 |
Total P&L (%) | 322.6143 | 186.849 | 135.7653 | 615.4224 | 281.1871 | 334.2353 |
Avg Daily Profit (%) | 0.1721 | 0.0997 | 0.0724 | 0.105 | 0.0714 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135128 | -39135 | -88470 | -182740 | -129626 | -89054 |
Profit Factor | 1.9625 | 2.2076 | 1.7523 | 1.9061 | 1.7134 | 2.1726 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 42.5287 | 31.8182 | 53.4884 | 42.5287 | 31.8182 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.652 | 4.7306 | 1.5237 | 2.5758 | 3.6716 | 1.8892 |
Largest Winning Trade | 105723 | 105723 | 54867 | 306506 | 306506 | 257459 |
Largest Losing Trade | -35149 | -16914 | -35149 | -50438 | -50438 | -44608 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 97 | 110 | 90 | 97 | 110 | 90 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 5317 | 2694 | 2623 | 5317 | 2694 | 2623 |
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 | 303748 | -62700 | -92402 | -51394 | -101348 | -83671 |
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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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