Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497263.9186 | 214888.1814 | 282375.7372 | 888763.1957 | 104427.0522 | 784336.1435 |
Total P&L (%) | 497.2639 | 214.8882 | 282.3757 | 888.7632 | 104.4271 | 784.3361 |
Avg Daily Profit (%) | 0.334 | 0.1443 | 0.1896 | 0.154 | 0.048 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70720 | -117833 | -40698 | -591013 | -548631 | -224604 |
Profit Factor | 1.9643 | 1.5758 | 2.9823 | 1.3923 | 1.0693 | 2.0352 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 54 | 18 | 36 | 54 | 18 | 36 |
Losing Trades | 45 | 31 | 14 | 45 | 31 | 14 |
Profitability (%) | 54.5455 | 36.7347 | 72 | 54.5455 | 36.7347 | 72 |
Ratio Avg Win / Avg Loss | 1.6369 | 2.7138 | 1.1598 | 1.1603 | 1.8415 | 0.7915 |
Largest Winning Trade | 155517 | 155517 | 45429 | 429870 | 429870 | 236803 |
Largest Losing Trade | -40698 | -38509 | -40698 | -353624 | -353624 | -224604 |
Avg Bars in Trades | 28 | 32 | 23 | 28 | 32 | 23 |
Avg Bars in Winners | 30 | 37 | 26 | 30 | 37 | 26 |
Avg Bars in Losers | 26 | 29 | 17 | 26 | 29 | 17 |
Bars Traded | 2798 | 1604 | 1194 | 2798 | 1604 | 1194 |
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 | 490606 | -2565 | -164808 | 339232 | -277060 | -172902 |
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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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