Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399191.5576 | 338165.5188 | 61026.0388 | 331347.9951 | 152136.2644 | 179211.7306 |
Total P&L (%) | 399.1916 | 338.1655 | 61.026 | 331.348 | 152.1363 | 179.2117 |
Avg Daily Profit (%) | 0.2094 | 0.1774 | 0.032 | 0.0767 | 0.0485 | 0.0539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246172 | -209337 | -108881 | -1356389 | -1298797 | -434803 |
Profit Factor | 1.6409 | 2.0754 | 1.1979 | 1.1097 | 1.0977 | 1.1224 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 46.5347 | 46 | 47.0588 | 46.5347 | 46 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8853 | 2.4364 | 1.3476 | 1.275 | 1.2886 | 1.2627 |
Largest Winning Trade | 104433 | 104433 | 50069 | 304849 | 304849 | 197287 |
Largest Losing Trade | -40401 | -40401 | -39235 | -434803 | -401438 | -434803 |
Avg Bars in Trades | 108 | 139 | 78 | 108 | 139 | 78 |
Avg Bars in Winners | 125 | 153 | 98 | 125 | 153 | 98 |
Avg Bars in Losers | 94 | 128 | 60 | 94 | 128 | 60 |
Bars Traded | 10994 | 6992 | 4002 | 10994 | 6992 | 4002 |
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 | 350269 | -170237 | -334810 | -191485 | -422758 | -388045 |
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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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