Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331640.7817 | 192127.5194 | 139513.2623 | 262017.7474 | 190846.993 | 71170.7544 |
Total P&L (%) | 331.6408 | 192.1275 | 139.5133 | 262.0177 | 190.847 | 71.1708 |
Avg Daily Profit (%) | 0.1772 | 0.1027 | 0.0746 | 0.0688 | 0.0571 | 0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137751 | -97831 | -118145 | -341297 | -163424 | -308936 |
Profit Factor | 1.6182 | 1.6446 | 1.5853 | 1.2101 | 1.2959 | 1.1182 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 57.5221 | 51.7857 | 63.1579 | 57.5221 | 51.7857 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.195 | 1.5311 | 0.9248 | 0.8936 | 1.2065 | 0.6523 |
Largest Winning Trade | 106875 | 106875 | 44198 | 173400 | 173400 | 99242 |
Largest Losing Trade | -49959 | -33456 | -49959 | -201665 | -84038 | -201665 |
Avg Bars in Trades | 96 | 129 | 63 | 96 | 129 | 63 |
Avg Bars in Winners | 101 | 137 | 73 | 101 | 137 | 73 |
Avg Bars in Losers | 88 | 122 | 45 | 88 | 122 | 45 |
Bars Traded | 10886 | 7279 | 3607 | 10886 | 7279 | 3607 |
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 | 383550 | -232611 | -271583 | -101957 | -296473 | -425053 |
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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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