Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413433.7939 | 324138.9254 | 89294.8685 | 281865.9544 | 204413.3285 | 77452.6259 |
Total P&L (%) | 413.4338 | 324.1389 | 89.2949 | 281.866 | 204.4133 | 77.4526 |
Avg Daily Profit (%) | 0.2196 | 0.1722 | 0.0474 | 0.0712 | 0.0591 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122695 | -77077 | -66646 | -453739 | -205097 | -350607 |
Profit Factor | 1.7085 | 2.2618 | 1.2734 | 1.1479 | 1.2719 | 1.0672 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 51.0417 | 47.9167 | 54.1667 | 51.0417 | 47.9167 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.6388 | 2.4585 | 1.0775 | 1.1011 | 1.3824 | 0.903 |
Largest Winning Trade | 252340 | 252340 | 41208 | 188976 | 188976 | 111762 |
Largest Losing Trade | -42388 | -35453 | -42388 | -211370 | -91850 | -211370 |
Avg Bars in Trades | 73 | 64 | 83 | 73 | 64 | 83 |
Avg Bars in Winners | 94 | 84 | 102 | 94 | 84 | 102 |
Avg Bars in Losers | 52 | 45 | 59 | 52 | 45 | 59 |
Bars Traded | 7085 | 3096 | 3989 | 7085 | 3096 | 3989 |
Profit Streak | 0 | 0 | 73.9434 | 0 | 0 | 73.9434 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411016 | 394817 | -128461 | -155278 | -114755 | -299314 |
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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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