Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353781.4668 | 320054.4019 | 33727.0648 | 69274.0711 | 58131.1988 | 11142.8723 |
Total P&L (%) | 353.7815 | 320.0544 | 33.7271 | 69.2741 | 58.1312 | 11.1429 |
Avg Daily Profit (%) | 0.1886 | 0.1706 | 0.018 | 0.0281 | 0.0244 | 0.0056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115429 | -111894 | -57565 | -270913 | -265000 | -169669 |
Profit Factor | 1.4996 | 1.808 | 1.1081 | 1.049 | 1.0727 | 1.0181 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 44.6281 | 40.9836 | 48.3333 | 44.6281 | 40.9836 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.8607 | 2.6035 | 1.1845 | 1.3016 | 1.5448 | 1.0884 |
Largest Winning Trade | 151795 | 151795 | 53890 | 134064 | 134064 | 97619 |
Largest Losing Trade | -43736 | -39887 | -43736 | -133737 | -70791 | -133737 |
Avg Bars in Trades | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Winners | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 3497 | 1894 | 1603 | 3497 | 1894 | 1603 |
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 | 304134 | -154664 | -442779 | -323533 | -465884 | -685634 |
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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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