Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582487.6813 | 411217.8397 | 171269.8415 | 1236243.4509 | 951191.0171 | 285052.4338 |
Total P&L (%) | 582.4877 | 411.2178 | 171.2698 | 1236.2435 | 951.191 | 285.0524 |
Avg Daily Profit (%) | 0.253 | 0.1786 | 0.0744 | 0.1127 | 0.1022 | 0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140287 | -103725 | -114774 | -701104 | -368836 | -332268 |
Profit Factor | 1.9185 | 2.2002 | 1.5875 | 1.6821 | 2.027 | 1.3216 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 45.5446 | 45.098 | 46 | 45.5446 | 45.098 | 46 |
Ratio Avg Win / Avg Loss | 2.2939 | 2.6785 | 1.8636 | 2.0112 | 2.4677 | 1.5515 |
Largest Winning Trade | 150100 | 150100 | 52186 | 542986 | 542986 | 417783 |
Largest Losing Trade | -40990 | -28958 | -40990 | -237633 | -230885 | -237633 |
Avg Bars in Trades | 132 | 124 | 141 | 132 | 124 | 141 |
Avg Bars in Winners | 198 | 177 | 218 | 198 | 177 | 218 |
Avg Bars in Losers | 78 | 81 | 75 | 78 | 81 | 75 |
Bars Traded | 13432 | 6372 | 7059 | 13432 | 6372 | 7059 |
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 | 384128 | -170336 | -272265 | -40425 | -234170 | -294978 |
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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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