Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205096.4012 | 103631.2348 | 101465.1664 | 226973.8102 | 71532.0923 | 155441.7178 |
Total P&L (%) | 205.0964 | 103.6312 | 101.4652 | 226.9738 | 71.5321 | 155.4417 |
Avg Daily Profit (%) | 0.3938 | 0.199 | 0.1948 | 0.2277 | 0.1037 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82150 | -51512 | -41581 | -180104 | -131765 | -96738 |
Profit Factor | 1.6324 | 1.5918 | 1.68 | 1.358 | 1.2147 | 1.5168 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 46.2264 | 39.6226 | 52.8302 | 46.2264 | 39.6226 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.8989 | 2.4256 | 1.5 | 1.5797 | 1.8509 | 1.3543 |
Largest Winning Trade | 109227 | 109227 | 27146 | 66588 | 66588 | 43906 |
Largest Losing Trade | -25938 | -25938 | -23890 | -61724 | -37129 | -61724 |
Avg Bars in Trades | 229 | 207 | 252 | 229 | 207 | 252 |
Avg Bars in Winners | 244 | 219 | 263 | 244 | 219 | 263 |
Avg Bars in Losers | 217 | 199 | 240 | 217 | 199 | 240 |
Bars Traded | 24377 | 10981 | 13396 | 24377 | 10981 | 13396 |
Profit Streak | 0 | 0 | 22.3215 | 0 | 0 | 22.3215 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382097 | -174069 | -168949 | 275513 | -238581 | -170847 |
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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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