Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429283.3189 | 383641.6117 | 45641.7072 | 153938.2629 | 105065.8938 | 48872.3691 |
Total P&L (%) | 429.2833 | 383.6416 | 45.6417 | 153.9383 | 105.0659 | 48.8724 |
Avg Daily Profit (%) | 0.2292 | 0.2049 | 0.0244 | 0.0498 | 0.0384 | 0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112818 | -64383 | -125225 | -192295 | -131901 | -129582 |
Profit Factor | 1.77 | 2.5056 | 1.1508 | 1.173 | 1.2494 | 1.1043 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 47.7064 | 41.8182 | 53.7037 | 47.7064 | 41.8182 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.9402 | 3.486 | 0.992 | 1.2857 | 1.7383 | 0.9519 |
Largest Winning Trade | 314606 | 314606 | 58710 | 119594 | 119594 | 77131 |
Largest Losing Trade | -46858 | -40639 | -46858 | -59749 | -33188 | -59749 |
Avg Bars in Trades | 65 | 49 | 82 | 65 | 49 | 82 |
Avg Bars in Winners | 105 | 85 | 121 | 105 | 85 | 121 |
Avg Bars in Losers | 29 | 24 | 36 | 29 | 24 | 36 |
Bars Traded | 7179 | 2742 | 4437 | 7179 | 2742 | 4437 |
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 | 382499 | -170798 | -397956 | -157319 | -324017 | -452994 |
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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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