Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114106.7463 | 21909.6356 | 92197.1107 | 112684.2719 | 16709.7032 | 95974.5687 |
Total P&L (%) | 114.1067 | 21.9096 | 92.1971 | 112.6843 | 16.7097 | 95.9746 |
Avg Daily Profit (%) | 0.2191 | 0.0421 | 0.177 | 0.145 | 0.0297 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49034 | -24906 | -54868 | -53351 | -40241 | -64569 |
Profit Factor | 1.3498 | 1.159 | 1.4892 | 1.2492 | 1.0849 | 1.3758 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 111 | 48 | 63 | 111 | 48 | 63 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 66.0714 | 57.1429 | 75 | 66.0714 | 57.1429 | 75 |
Ratio Avg Win / Avg Loss | 0.6931 | 0.8693 | 0.4964 | 0.6415 | 0.8137 | 0.4586 |
Largest Winning Trade | 20732 | 20732 | 17571 | 19283 | 19283 | 17150 |
Largest Losing Trade | -32309 | -13935 | -32309 | -39613 | -36258 | -39613 |
Avg Bars in Trades | 144 | 72 | 216 | 144 | 72 | 216 |
Avg Bars in Winners | 112 | 63 | 149 | 112 | 63 | 149 |
Avg Bars in Losers | 205 | 83 | 415 | 205 | 83 | 415 |
Bars Traded | 24242 | 6068 | 18174 | 24242 | 6068 | 18174 |
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 | 320411 | -189545 | 346274 | 36883 | -291073 | -18952 |
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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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