Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413076.0645 | 351522.4721 | 61553.5923 | 261403.0016 | 138555.3538 | 122847.6478 |
Total P&L (%) | 413.0761 | 351.5225 | 61.5536 | 261.403 | 138.5554 | 122.8476 |
Avg Daily Profit (%) | 0.1758 | 0.1496 | 0.0262 | 0.0547 | 0.037 | 0.0341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140052 | -81545 | -102074 | -517821 | -390258 | -248102 |
Profit Factor | 1.637 | 1.9971 | 1.208 | 1.1244 | 1.1152 | 1.1366 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 46.2963 | 42.5926 | 50 | 46.2963 | 42.5926 | 50 |
Ratio Avg Win / Avg Loss | 1.8989 | 2.6917 | 1.208 | 1.3043 | 1.5031 | 1.1366 |
Largest Winning Trade | 181639 | 181639 | 64513 | 198904 | 198904 | 180740 |
Largest Losing Trade | -40848 | -40848 | -28020 | -167022 | -149267 | -167022 |
Avg Bars in Trades | 126 | 115 | 137 | 126 | 115 | 137 |
Avg Bars in Winners | 174 | 163 | 183 | 174 | 163 | 183 |
Avg Bars in Losers | 84 | 78 | 91 | 84 | 78 | 91 |
Bars Traded | 13641 | 6212 | 7429 | 13641 | 6212 | 7429 |
Profit Streak | 0 | 0 | 19.9028 | 0 | 0 | 19.9028 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336974 | -172530 | -338428 | -204784 | -419095 | -397118 |
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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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