Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263593.7716 | 110067.5982 | 153526.1734 | 111077.7717 | 83957.2094 | 27120.5623 |
Total P&L (%) | 263.5938 | 110.0676 | 153.5262 | 111.0778 | 83.9572 | 27.1206 |
Avg Daily Profit (%) | 0.157 | 0.0656 | 0.0915 | 0.0445 | 0.0363 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208335 | -98175 | -114459 | -1142911 | -611177 | -574584 |
Profit Factor | 1.4929 | 1.3944 | 1.6002 | 1.0467 | 1.0769 | 1.0211 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 49.505 | 44 | 54.902 | 49.505 | 44 | 54.902 |
Ratio Avg Win / Avg Loss | 1.5227 | 1.7747 | 1.3145 | 1.0676 | 1.3706 | 0.8387 |
Largest Winning Trade | 95060 | 95060 | 54702 | 423756 | 423756 | 245184 |
Largest Losing Trade | -55925 | -31158 | -55925 | -528505 | -236241 | -528505 |
Avg Bars in Trades | 94 | 93 | 95 | 94 | 93 | 95 |
Avg Bars in Winners | 117 | 128 | 108 | 117 | 128 | 108 |
Avg Bars in Losers | 71 | 65 | 79 | 71 | 65 | 79 |
Bars Traded | 9516 | 4664 | 4852 | 9516 | 4664 | 4852 |
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 | 349334 | -285989 | -248353 | -302526 | -462693 | -555538 |
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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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