Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405351.8114 | 215516.3222 | 189835.4892 | 723708.0277 | 160369.2021 | 563338.8256 |
Total P&L (%) | 405.3518 | 215.5163 | 189.8355 | 723.708 | 160.3692 | 563.3388 |
Avg Daily Profit (%) | 0.2145 | 0.1141 | 0.1005 | 0.1117 | 0.0507 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58243 | -59791 | -64669 | -839288 | -770035 | -422986 |
Profit Factor | 1.4854 | 1.5049 | 1.4649 | 1.1195 | 1.0493 | 1.2011 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 112 | 44 | 68 | 112 | 44 | 68 |
Losing Trades | 142 | 83 | 59 | 142 | 83 | 59 |
Profitability (%) | 44.0945 | 34.6457 | 53.5433 | 44.0945 | 34.6457 | 53.5433 |
Ratio Avg Win / Avg Loss | 1.8832 | 2.8388 | 1.271 | 1.4194 | 1.9794 | 1.0421 |
Largest Winning Trade | 80483 | 80483 | 57370 | 528851 | 528851 | 292192 |
Largest Losing Trade | -23924 | -23924 | -21627 | -222166 | -174369 | -222166 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 59 | 55 | 62 | 59 | 55 | 62 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 11091 | 4808 | 6283 | 11091 | 4808 | 6283 |
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 | 327790 | -44467 | -57513 | -133522 | -296643 | -59082 |
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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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