Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403344.5264 | 331659.3162 | 71685.2103 | 306011.0095 | 177335.4767 | 128675.5329 |
Total P&L (%) | 403.3445 | 331.6593 | 71.6852 | 306.011 | 177.3355 | 128.6755 |
Avg Daily Profit (%) | 0.1609 | 0.1323 | 0.0286 | 0.0559 | 0.0407 | 0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88092 | -105390 | -118136 | -220308 | -250803 | -228326 |
Profit Factor | 1.4151 | 1.7033 | 1.1433 | 1.1451 | 1.1608 | 1.1279 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 47.3988 | 44.8276 | 50 | 47.3988 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 1.5704 | 2.0964 | 1.1433 | 1.2708 | 1.4287 | 1.1279 |
Largest Winning Trade | 77726 | 77726 | 47029 | 204440 | 204440 | 109363 |
Largest Losing Trade | -38752 | -27061 | -38752 | -140321 | -89502 | -140321 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 40 | 41 | 38 | 40 | 41 | 38 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 4938 | 2512 | 2426 | 4938 | 2512 | 2426 |
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 | 336870 | -15207 | -217605 | -178984 | -184204 | -228705 |
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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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