Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256795.3167 | 125360.1527 | 131435.1641 | 450159.9318 | 123904.5287 | 326255.4031 |
Total P&L (%) | 256.7953 | 125.3602 | 131.4352 | 450.1599 | 123.9045 | 326.2554 |
Avg Daily Profit (%) | 0.2789 | 0.1362 | 0.1428 | 0.1854 | 0.0876 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82823 | -76419 | -32206 | -529958 | -496327 | -183887 |
Profit Factor | 1.7319 | 1.584 | 1.9649 | 1.3083 | 1.1359 | 1.5953 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 42.2018 | 34.5455 | 50 | 42.2018 | 34.5455 | 50 |
Ratio Avg Win / Avg Loss | 2.3719 | 3.0013 | 1.9649 | 1.7919 | 2.1522 | 1.5953 |
Largest Winning Trade | 77685 | 77685 | 30343 | 286075 | 286075 | 198546 |
Largest Losing Trade | -16008 | -16008 | -15111 | -113172 | -113172 | -73251 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 39 | 44 | 36 | 39 | 44 | 36 |
Avg Bars in Losers | 13 | 15 | 10 | 13 | 15 | 10 |
Bars Traded | 2670 | 1409 | 1261 | 2670 | 1409 | 1261 |
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 | 328079 | -194391 | -178504 | 225968 | -332032 | -169519 |
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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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