Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167618.3728 | 44495.0132 | 123123.3595 | 222428.7214 | 50661.9728 | 171766.7486 |
Total P&L (%) | 167.6184 | 44.495 | 123.1234 | 222.4287 | 50.662 | 171.7667 |
Avg Daily Profit (%) | 0.1488 | 0.0395 | 0.1093 | 0.104 | 0.0364 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97383 | -25036 | -73411 | -232180 | -51159 | -184153 |
Profit Factor | 1.745 | 1.466 | 1.9507 | 1.4295 | 1.2657 | 1.5248 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 55.2941 | 44.186 | 66.6667 | 55.2941 | 44.186 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4109 | 1.8518 | 0.9754 | 1.1557 | 1.5988 | 0.7624 |
Largest Winning Trade | 34059 | 34059 | 27980 | 70521 | 70521 | 47190 |
Largest Losing Trade | -46332 | -15286 | -46332 | -139102 | -27784 | -139102 |
Avg Bars in Trades | 49 | 20 | 79 | 49 | 20 | 79 |
Avg Bars in Winners | 43 | 17 | 60 | 43 | 17 | 60 |
Avg Bars in Losers | 57 | 22 | 116 | 57 | 22 | 116 |
Bars Traded | 4222 | 881 | 3341 | 4222 | 881 | 3341 |
Profit Streak | 0 | 0 | 137.3864 | 0 | 0 | 137.3864 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313159 | -141687 | -42985 | -52379 | -146520 | -71464 |
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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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