Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344178.2705 | 269225.2077 | 74953.0628 | 913506.1337 | 650050.4922 | 263455.6415 |
Total P&L (%) | 344.1783 | 269.2252 | 74.9531 | 913.5061 | 650.0505 | 263.4556 |
Avg Daily Profit (%) | 0.191 | 0.1494 | 0.0416 | 0.1286 | 0.1119 | 0.0716 |
Buy And Hold Return (%) | 71.0375 | 71.0375 | 71.0375 | 71.0375 | 71.0375 | 71.0375 |
Max Trade Drawdown | -57697 | -41123 | -82344 | -520324 | -365263 | -336059 |
Profit Factor | 1.8327 | 2.4309 | 1.3328 | 1.3003 | 1.4166 | 1.1778 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Losing Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Profitability (%) | 50 | 58.5714 | 41.4286 | 50 | 58.5714 | 41.4286 |
Ratio Avg Win / Avg Loss | 1.8327 | 1.7194 | 1.8843 | 1.3003 | 1.002 | 1.6651 |
Largest Winning Trade | 61161 | 61161 | 41867 | 340255 | 340255 | 260208 |
Largest Losing Trade | -23325 | -22370 | -23325 | -292065 | -292065 | -224015 |
Avg Bars in Trades | 74 | 82 | 67 | 74 | 82 | 67 |
Avg Bars in Winners | 99 | 103 | 93 | 99 | 103 | 93 |
Avg Bars in Losers | 50 | 51 | 49 | 50 | 51 | 49 |
Bars Traded | 10486 | 5740 | 4746 | 10486 | 5740 | 4746 |
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 | 357145 | -84484 | -382382 | -20489 | -135514 | -221425 |
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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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