Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200723.8263 | 103163.6599 | 97560.1665 | 354574.2375 | 80021.206 | 274553.0316 |
Total P&L (%) | 200.7238 | 103.1637 | 97.5602 | 354.5742 | 80.0212 | 274.553 |
Avg Daily Profit (%) | 0.3854 | 0.1981 | 0.1873 | 0.2912 | 0.1129 | 0.2539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31616 | -42316 | -20135 | -154685 | -219152 | -72389 |
Profit Factor | 1.7726 | 1.7453 | 1.8038 | 1.3926 | 1.1603 | 1.6799 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 39.823 | 28.5714 | 50.8772 | 39.823 | 28.5714 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.6786 | 4.3632 | 1.7416 | 2.1044 | 2.9007 | 1.622 |
Largest Winning Trade | 54434 | 54434 | 22501 | 122126 | 122126 | 93762 |
Largest Losing Trade | -13418 | -9760 | -13418 | -64927 | -52336 | -64927 |
Avg Bars in Trades | 217 | 196 | 238 | 217 | 196 | 238 |
Avg Bars in Winners | 364 | 388 | 351 | 364 | 388 | 351 |
Avg Bars in Losers | 120 | 119 | 120 | 120 | 119 | 120 |
Bars Traded | 24583 | 11012 | 13571 | 24583 | 11012 | 13571 |
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 | 300264 | -184062 | -169576 | 213650 | -280322 | -169246 |
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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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