Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589132.8369 | 499908.4487 | 89224.3882 | 202920.0028 | 40763.5709 | 162156.4319 |
Total P&L (%) | 589.1328 | 499.9084 | 89.2244 | 202.92 | 40.7636 | 162.1564 |
Avg Daily Profit (%) | 0.366 | 0.3106 | 0.0554 | 0.0689 | 0.0212 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117350 | -94089 | -78251 | -495961 | -486113 | -218140 |
Profit Factor | 1.9582 | 2.4348 | 1.3349 | 1.1123 | 1.0371 | 1.2291 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 49.0196 | 43.1373 | 54.902 | 49.0196 | 43.1373 | 54.902 |
Ratio Avg Win / Avg Loss | 2.0365 | 3.2095 | 1.0965 | 1.1568 | 1.3671 | 1.0096 |
Largest Winning Trade | 375014 | 375014 | 41023 | 337191 | 337191 | 194944 |
Largest Losing Trade | -50652 | -38697 | -50652 | -182755 | -182755 | -132941 |
Avg Bars in Trades | 60 | 80 | 41 | 60 | 80 | 41 |
Avg Bars in Winners | 69 | 91 | 51 | 69 | 91 | 51 |
Avg Bars in Losers | 52 | 71 | 29 | 52 | 71 | 29 |
Bars Traded | 6209 | 4085 | 2124 | 6209 | 4085 | 2124 |
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 | 470397 | -169518 | -298014 | -198095 | -529099 | -292711 |
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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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