Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422086.1824 | 275070.0926 | 147016.0898 | 118143.4086 | 36607.3218 | 81536.0868 |
Total P&L (%) | 422.0862 | 275.0701 | 147.0161 | 118.1434 | 36.6073 | 81.5361 |
Avg Daily Profit (%) | 0.2329 | 0.1518 | 0.0811 | 0.043 | 0.0172 | 0.0329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146146 | -103416 | -82504 | -1879976 | -893840 | -1565704 |
Profit Factor | 1.6517 | 1.7974 | 1.4857 | 1.0225 | 1.0152 | 1.0285 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 43.9252 | 42.5926 | 45.283 | 43.9252 | 42.5926 | 45.283 |
Ratio Avg Win / Avg Loss | 2.1086 | 2.4226 | 1.7952 | 1.3053 | 1.3684 | 1.2428 |
Largest Winning Trade | 230559 | 230559 | 71638 | 844704 | 465265 | 844704 |
Largest Losing Trade | -66073 | -30312 | -66073 | -952349 | -425402 | -952349 |
Avg Bars in Trades | 33 | 24 | 43 | 33 | 24 | 43 |
Avg Bars in Winners | 47 | 29 | 64 | 47 | 29 | 64 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 3580 | 1296 | 2285 | 3580 | 1296 | 2285 |
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 | 322283 | -172040 | -264216 | -333315 | -558803 | -519972 |
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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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