Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615121.2217 | 476045.1419 | 139076.0797 | 295771.5312 | 65791.3912 | 229980.14 |
Total P&L (%) | 615.1212 | 476.0451 | 139.0761 | 295.7715 | 65.7914 | 229.9801 |
Avg Daily Profit (%) | 0.3507 | 0.2714 | 0.0793 | 0.0785 | 0.0288 | 0.0681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100942 | -165153 | -55955 | -345021 | -404711 | -167979 |
Profit Factor | 1.7998 | 1.994 | 1.4793 | 1.1218 | 1.0442 | 1.2447 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 81 | 48 | 33 | 81 | 48 | 33 |
Profitability (%) | 39.0977 | 28.3582 | 50 | 39.0977 | 28.3582 | 50 |
Ratio Avg Win / Avg Loss | 2.8035 | 5.0374 | 1.4793 | 1.7475 | 2.6381 | 1.2447 |
Largest Winning Trade | 359528 | 359528 | 43162 | 359528 | 359528 | 129892 |
Largest Losing Trade | -26204 | -26204 | -25685 | -140764 | -140764 | -99043 |
Avg Bars in Trades | 154 | 153 | 154 | 154 | 153 | 154 |
Avg Bars in Winners | 248 | 314 | 210 | 248 | 314 | 210 |
Avg Bars in Losers | 93 | 90 | 98 | 93 | 90 | 98 |
Bars Traded | 20516 | 10314 | 10202 | 20516 | 10314 | 10202 |
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 | 318679 | -119952 | -210085 | -177463 | -457385 | -226456 |
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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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