Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326382.0898 | 256149.6227 | 70232.4672 | 10793.6525 | 2275.8163 | 8517.8362 |
Total P&L (%) | 326.3821 | 256.1496 | 70.2325 | 10.7937 | 2.2758 | 8.5178 |
Avg Daily Profit (%) | 0.2411 | 0.1892 | 0.0519 | 0.0076 | 0.0017 | 0.006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125273 | -88627 | -62677 | -295525 | -240188 | -110058 |
Profit Factor | 1.5831 | 1.7531 | 1.3198 | 1.0121 | 1.0042 | 1.0244 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 51.9608 | 43.1373 | 60.7843 | 51.9608 | 43.1373 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.4636 | 2.3108 | 0.8515 | 0.9357 | 1.3237 | 0.6609 |
Largest Winning Trade | 351041 | 351041 | 47317 | 279526 | 279526 | 53111 |
Largest Losing Trade | -26763 | -26211 | -26763 | -64499 | -64499 | -51200 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 2528 | 1223 | 1305 | 2528 | 1223 | 1305 |
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 | 381210 | -171594 | -303487 | -531867 | -754729 | -724219 |
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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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