Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263785.5018 | 198278.0281 | 65507.4737 | 387604.2139 | 181631.7 | 205972.5139 |
Total P&L (%) | 263.7855 | 198.278 | 65.5075 | 387.6042 | 181.6317 | 205.9725 |
Avg Daily Profit (%) | 0.5065 | 0.3807 | 0.1258 | 0.3047 | 0.199 | 0.215 |
Buy And Hold Return (%) | 13.1268 | 13.1268 | 13.1268 | 13.1268 | 13.1268 | 13.1268 |
Max Trade Drawdown | -50429 | -45406 | -32180 | -303039 | -330784 | -185977 |
Profit Factor | 1.7493 | 1.9514 | 1.4561 | 1.2353 | 1.1778 | 1.3294 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 39.0909 | 34.5455 | 43.6364 | 39.0909 | 34.5455 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.7257 | 3.6974 | 1.8808 | 1.9248 | 2.2315 | 1.7172 |
Largest Winning Trade | 131116 | 131116 | 25294 | 288011 | 288011 | 147351 |
Largest Losing Trade | -17669 | -15533 | -17669 | -122906 | -94150 | -122906 |
Avg Bars in Trades | 222 | 277 | 167 | 222 | 277 | 167 |
Avg Bars in Winners | 370 | 512 | 256 | 370 | 512 | 256 |
Avg Bars in Losers | 127 | 152 | 97 | 127 | 152 | 97 |
Bars Traded | 24436 | 15244 | 9192 | 24436 | 15244 | 9192 |
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 | 325372 | -174040 | -207398 | 172676 | -203182 | -173975 |
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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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