Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388902.7173 | 290128.7762 | 98773.9412 | 585664.1368 | 326653.6112 | 259010.5256 |
Total P&L (%) | 388.9027 | 290.1288 | 98.7739 | 585.6641 | 326.6536 | 259.0105 |
Avg Daily Profit (%) | 0.3211 | 0.2395 | 0.0815 | 0.1591 | 0.1198 | 0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81536 | -52143 | -61021 | -1105362 | -642029 | -602941 |
Profit Factor | 1.4855 | 1.8356 | 1.2177 | 1.128 | 1.155 | 1.105 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 43.3673 | 42.8571 | 43.8776 | 43.3673 | 42.8571 | 43.8776 |
Ratio Avg Win / Avg Loss | 1.9399 | 2.4475 | 1.5575 | 1.4731 | 1.54 | 1.4134 |
Largest Winning Trade | 109464 | 109464 | 40044 | 439411 | 273896 | 439411 |
Largest Losing Trade | -27433 | -15341 | -27433 | -275726 | -206018 | -275726 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 7198 | 3409 | 3788 | 7198 | 3409 | 3788 |
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 | 339526 | 301361 | -86065 | -73548 | -85038 | -159715 |
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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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