Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377931.5972 | 135953.5166 | 241978.0806 | 245980.3512 | 65619.6007 | 180360.7505 |
Total P&L (%) | 377.9316 | 135.9535 | 241.9781 | 245.9804 | 65.6196 | 180.3608 |
Avg Daily Profit (%) | 0.2557 | 0.092 | 0.1637 | 0.084 | 0.0341 | 0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75106 | -122054 | -59008 | -498835 | -546722 | -242395 |
Profit Factor | 1.3886 | 1.256 | 1.5483 | 1.0815 | 1.0403 | 1.1296 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 126 | 72 | 54 | 126 | 72 | 54 |
Profitability (%) | 40 | 31.4286 | 48.5714 | 40 | 31.4286 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.0829 | 2.7403 | 1.6394 | 1.6222 | 2.2698 | 1.1961 |
Largest Winning Trade | 126694 | 126694 | 39935 | 340180 | 340180 | 137615 |
Largest Losing Trade | -37523 | -33759 | -37523 | -137231 | -137231 | -123040 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 2783 | 1272 | 1511 | 2783 | 1272 | 1511 |
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 | 263588 | -76452 | 340957 | -213088 | -329863 | -178260 |
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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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