Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334649.0336 | 247032.8411 | 87616.1925 | 200812.7154 | 158403.1121 | 42409.6033 |
Total P&L (%) | 334.649 | 247.0328 | 87.6162 | 200.8127 | 158.4031 | 42.4096 |
Avg Daily Profit (%) | 0.2443 | 0.1804 | 0.064 | 0.0804 | 0.0693 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193340 | -77683 | -146031 | -231967 | -116347 | -178602 |
Profit Factor | 1.5194 | 1.8633 | 1.2447 | 1.2115 | 1.3696 | 1.0814 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 45.6311 | 38.4615 | 52.9412 | 45.6311 | 38.4615 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8104 | 2.9812 | 1.1064 | 1.4435 | 2.1914 | 0.9612 |
Largest Winning Trade | 94662 | 94662 | 61864 | 130741 | 130741 | 95555 |
Largest Losing Trade | -51155 | -23503 | -51155 | -110147 | -54246 | -110147 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 3926 | 1919 | 2007 | 3926 | 1919 | 2007 |
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 | 327997 | -173552 | -287442 | -87435 | -283280 | -472727 |
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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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