Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385906.2057 | 338882.2129 | 47023.9928 | 199613.7304 | 111175.3486 | 88438.3818 |
Total P&L (%) | 385.9062 | 338.8822 | 47.024 | 199.6137 | 111.1753 | 88.4384 |
Avg Daily Profit (%) | 0.1852 | 0.1627 | 0.0226 | 0.0527 | 0.0359 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117905 | -78309 | -177784 | -337622 | -216218 | -205814 |
Profit Factor | 1.6033 | 2.0792 | 1.1444 | 1.1617 | 1.1812 | 1.1424 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 45.4545 | 40.9836 | 50 | 45.4545 | 40.9836 | 50 |
Ratio Avg Win / Avg Loss | 1.924 | 2.994 | 1.1444 | 1.394 | 1.7009 | 1.1424 |
Largest Winning Trade | 189729 | 189729 | 68623 | 180187 | 180187 | 115485 |
Largest Losing Trade | -48082 | -26242 | -48082 | -117106 | -49625 | -117106 |
Avg Bars in Trades | 203 | 187 | 219 | 203 | 187 | 219 |
Avg Bars in Winners | 282 | 280 | 285 | 282 | 280 | 285 |
Avg Bars in Losers | 137 | 123 | 153 | 137 | 123 | 153 |
Bars Traded | 24604 | 11443 | 13161 | 24604 | 11443 | 13161 |
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 | 326986 | -154209 | -395172 | -166701 | -330516 | -385352 |
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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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