Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354582.1551 | 317216.9484 | 37365.2067 | 50034.4264 | 28382.1245 | 21652.3019 |
Total P&L (%) | 354.5822 | 317.2169 | 37.3652 | 50.0344 | 28.3821 | 21.6523 |
Avg Daily Profit (%) | 0.1506 | 0.1347 | 0.0159 | 0.0172 | 0.0106 | 0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112464 | -72357 | -129948 | -209455 | -163166 | -164296 |
Profit Factor | 1.34 | 1.6581 | 1.0666 | 1.036 | 1.0423 | 1.0302 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 46.8599 | 45.6311 | 48.0769 | 46.8599 | 45.6311 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.5196 | 1.9756 | 1.152 | 1.1749 | 1.2419 | 1.1126 |
Largest Winning Trade | 104587 | 104587 | 55886 | 70736 | 70271 | 70736 |
Largest Losing Trade | -53774 | -31912 | -53774 | -82376 | -51986 | -82376 |
Avg Bars in Trades | 66 | 68 | 65 | 66 | 68 | 65 |
Avg Bars in Winners | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Losers | 53 | 50 | 56 | 53 | 50 | 56 |
Bars Traded | 13834 | 7061 | 6772 | 13834 | 7061 | 6772 |
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 | 306018 | -12046 | -322372 | -352186 | -357868 | -375858 |
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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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