Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350663.1996 | 243552.2787 | 107110.9209 | 200904.1673 | 83542.2516 | 117361.9156 |
Total P&L (%) | 350.6632 | 243.5523 | 107.1109 | 200.9042 | 83.5423 | 117.3619 |
Avg Daily Profit (%) | 0.2582 | 0.1793 | 0.0789 | 0.0812 | 0.0447 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98314 | -59019 | -61083 | -256002 | -290833 | -207075 |
Profit Factor | 1.8162 | 2.0369 | 1.55 | 1.1912 | 1.1457 | 1.246 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9414 | 2.6637 | 1.3562 | 1.2734 | 1.4982 | 1.0903 |
Largest Winning Trade | 153239 | 153239 | 54634 | 140907 | 140907 | 123583 |
Largest Losing Trade | -50162 | -50162 | -49144 | -242206 | -242206 | -115403 |
Avg Bars in Trades | 85 | 94 | 76 | 85 | 94 | 76 |
Avg Bars in Winners | 122 | 138 | 110 | 122 | 138 | 110 |
Avg Bars in Losers | 50 | 59 | 38 | 50 | 59 | 38 |
Bars Traded | 5119 | 2820 | 2299 | 5119 | 2820 | 2299 |
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 | -162583 | 312335 | -85644 | -268929 | -196111 | -116417 |
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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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