Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554226.2537 | 503176.8061 | 51049.4476 | 35191.3106 | 24833.044 | 10358.2666 |
Total P&L (%) | 554.2263 | 503.1768 | 51.0494 | 35.1913 | 24.833 | 10.3583 |
Avg Daily Profit (%) | 0.2337 | 0.2122 | 0.0215 | 0.0127 | 0.0094 | 0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100059 | -83276 | -175803 | -206343 | -329880 | -301993 |
Profit Factor | 1.6291 | 2.2127 | 1.1095 | 1.0203 | 1.0278 | 1.0124 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 43.5484 | 37.0968 | 50 | 43.5484 | 37.0968 | 50 |
Ratio Avg Win / Avg Loss | 2.1118 | 3.752 | 1.1095 | 1.3227 | 1.7428 | 1.0124 |
Largest Winning Trade | 334535 | 334535 | 69700 | 184705 | 184705 | 84134 |
Largest Losing Trade | -62782 | -30576 | -62782 | -100146 | -73720 | -100146 |
Avg Bars in Trades | 55 | 50 | 61 | 55 | 50 | 61 |
Avg Bars in Winners | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Losers | 33 | 30 | 38 | 33 | 30 | 38 |
Bars Traded | 6908 | 3123 | 3785 | 6908 | 3123 | 3785 |
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 | 332284 | -147123 | -419581 | -378837 | -532303 | -702993 |
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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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