Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389420.0581 | 311015.8578 | 78404.2004 | 243467.4736 | 138425.7582 | 105041.7153 |
Total P&L (%) | 389.4201 | 311.0159 | 78.4042 | 243.4675 | 138.4258 | 105.0417 |
Avg Daily Profit (%) | 0.2183 | 0.1744 | 0.044 | 0.0692 | 0.0487 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85474 | -60271 | -98232 | -209648 | -217743 | -144120 |
Profit Factor | 1.5779 | 1.9342 | 1.23 | 1.1915 | 1.198 | 1.1836 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.6782 | 43.1818 | 44.186 | 43.6782 | 43.1818 | 44.186 |
Ratio Avg Win / Avg Loss | 2.0346 | 2.545 | 1.5536 | 1.5365 | 1.5764 | 1.4951 |
Largest Winning Trade | 116275 | 116275 | 70325 | 106647 | 97286 | 106647 |
Largest Losing Trade | -51618 | -30061 | -51618 | -90661 | -90661 | -83408 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 3427 | 1819 | 1608 | 3427 | 1819 | 1608 |
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 | 304011 | 305360 | -135634 | -111473 | -132004 | -159883 |
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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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