Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165967.3526 | 100421.6345 | 65545.7181 | 101743.8302 | 71157.1769 | 30586.6533 |
Total P&L (%) | 165.9674 | 100.4216 | 65.5457 | 101.7438 | 71.1572 | 30.5867 |
Avg Daily Profit (%) | 0.1593 | 0.0964 | 0.0629 | 0.0674 | 0.0516 | 0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88641 | -15899 | -84697 | -128898 | -13140 | -130945 |
Profit Factor | 1.4788 | 2.7197 | 1.2274 | 1.1994 | 1.8946 | 1.071 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 48.1818 | 49.0909 | 47.2727 | 48.1818 | 49.0909 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.5904 | 2.8204 | 1.369 | 1.2899 | 1.9648 | 1.1946 |
Largest Winning Trade | 82808 | 82808 | 51622 | 65838 | 48537 | 65838 |
Largest Losing Trade | -23769 | -8893 | -23769 | -39576 | -8694 | -39576 |
Avg Bars in Trades | 209 | 13 | 405 | 209 | 13 | 405 |
Avg Bars in Winners | 337 | 18 | 668 | 337 | 18 | 668 |
Avg Bars in Losers | 91 | 9 | 170 | 91 | 9 | 170 |
Bars Traded | 23061 | 753 | 22308 | 23061 | 753 | 22308 |
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 | 329260 | -239209 | -290680 | -104559 | -300533 | -485235 |
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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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