Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438491.0806 | 287232.4036 | 151258.677 | 655275.8367 | 910387.7779 | -255111.9412 |
Total P&L (%) | 438.4911 | 287.2324 | 151.2587 | 655.2758 | 910.3878 | -255.1119 |
Avg Daily Profit (%) | 0.2585 | 0.1693 | 0.0892 | 0.1193 | 0.1364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132833 | -76502 | -71506 | -1205461 | -656243 | -1066667 |
Profit Factor | 1.7599 | 2.1249 | 1.4702 | 1.1338 | 1.5064 | 0.9177 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 50.9804 | 47.0588 | 54.902 | 50.9804 | 47.0588 | 54.902 |
Ratio Avg Win / Avg Loss | 1.6922 | 2.3905 | 1.2077 | 1.0902 | 1.6947 | 0.7538 |
Largest Winning Trade | 111857 | 111857 | 49103 | 703768 | 703768 | 264227 |
Largest Losing Trade | -50210 | -21139 | -50210 | -761653 | -205587 | -761653 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 3339 | 1667 | 1673 | 3339 | 1667 | 1673 |
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 | 426825 | -169799 | -252223 | -106365 | -189228 | -760197 |
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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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