Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378397.2246 | 239047.8747 | 139349.3499 | 636996.0098 | 460047.9211 | 176948.0886 |
Total P&L (%) | 378.3972 | 239.0479 | 139.3494 | 636.996 | 460.0479 | 176.9481 |
Avg Daily Profit (%) | 0.2082 | 0.1315 | 0.0767 | 0.11 | 0.0948 | 0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97758 | -11751 | -104475 | -742242 | -85227 | -724849 |
Profit Factor | 1.9634 | 4.7655 | 1.4232 | 1.3699 | 2.6214 | 1.123 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 26 | 14 | 40 | 26 | 14 |
Losing Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Profitability (%) | 42.1053 | 54.1667 | 29.7872 | 42.1053 | 54.1667 | 29.7872 |
Ratio Avg Win / Avg Loss | 2.6996 | 4.0324 | 3.3546 | 1.8837 | 2.2181 | 2.6472 |
Largest Winning Trade | 76604 | 65079 | 76604 | 322015 | 128696 | 322015 |
Largest Losing Trade | -42272 | -8873 | -42272 | -272995 | -49393 | -272995 |
Avg Bars in Trades | 51 | 3 | 100 | 51 | 3 | 100 |
Avg Bars in Winners | 102 | 3 | 287 | 102 | 3 | 287 |
Avg Bars in Losers | 13 | 2 | 21 | 13 | 2 | 21 |
Bars Traded | 4871 | 144 | 4727 | 4871 | 144 | 4727 |
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 | 309740 | -8892 | -97255 | -46957 | -60438 | -210755 |
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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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