Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319610.8798 | 198913.3151 | 120697.5647 | 161642.4146 | 44405.8719 | 117236.5427 |
Total P&L (%) | 319.6109 | 198.9133 | 120.6976 | 161.6424 | 44.4059 | 117.2365 |
Avg Daily Profit (%) | 0.2359 | 0.1468 | 0.0891 | 0.071 | 0.0271 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221467 | -121528 | -159668 | -207221 | -109531 | -166923 |
Profit Factor | 1.5528 | 1.6367 | 1.4542 | 1.2482 | 1.1362 | 1.3607 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 45.5446 | 40 | 50.9804 | 45.5446 | 40 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.8566 | 2.455 | 1.3983 | 1.4925 | 1.7042 | 1.3084 |
Largest Winning Trade | 147931 | 147931 | 38421 | 108291 | 108291 | 56319 |
Largest Losing Trade | -51155 | -25598 | -51155 | -72449 | -48727 | -72449 |
Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 3910 | 1807 | 2103 | 3910 | 1807 | 2103 |
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 | 331356 | -177871 | -252912 | -99802 | -412056 | -295898 |
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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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