Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408651.1273 | 202892.1182 | 205759.0091 | 295281.3785 | 9123.5836 | 286157.7949 |
Total P&L (%) | 408.6511 | 202.8921 | 205.759 | 295.2814 | 9.1236 | 286.1578 |
Avg Daily Profit (%) | 0.2346 | 0.1165 | 0.1181 | 0.0789 | 0.005 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104613 | -132737 | -46151 | -146638 | -160865 | -79410 |
Profit Factor | 1.6533 | 1.4855 | 1.9909 | 1.3505 | 1.0166 | 1.9827 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 45.1923 | 38.4615 | 51.9231 | 45.1923 | 38.4615 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.005 | 2.3768 | 1.8435 | 1.6379 | 1.6265 | 1.8358 |
Largest Winning Trade | 178769 | 178769 | 57188 | 126042 | 126042 | 80417 |
Largest Losing Trade | -33642 | -33642 | -21623 | -74657 | -71981 | -74657 |
Avg Bars in Trades | 96 | 95 | 97 | 96 | 95 | 97 |
Avg Bars in Winners | 128 | 142 | 117 | 128 | 142 | 117 |
Avg Bars in Losers | 70 | 66 | 75 | 70 | 66 | 75 |
Bars Traded | 10018 | 4965 | 5053 | 10018 | 4965 | 5053 |
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 | 340381 | -219710 | -211325 | -87644 | -737649 | -265382 |
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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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