Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396499.2294 | 321575.0505 | 74924.1789 | 272613.3237 | 263794.1969 | 8819.1268 |
Total P&L (%) | 396.4992 | 321.5751 | 74.9242 | 272.6133 | 263.7942 | 8.8191 |
Avg Daily Profit (%) | 0.2121 | 0.172 | 0.0401 | 0.0704 | 0.0691 | 0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148169 | -36571 | -196617 | -466737 | -205531 | -299551 |
Profit Factor | 1.6494 | 2.8389 | 1.172 | 1.1862 | 1.5587 | 1.0089 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 49.5798 | 46.6667 | 52.5424 | 49.5798 | 46.6667 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.6773 | 3.2444 | 1.0585 | 1.2063 | 1.7814 | 0.9113 |
Largest Winning Trade | 105293 | 105293 | 54004 | 294332 | 279535 | 294332 |
Largest Losing Trade | -68619 | -12719 | -68619 | -239882 | -100789 | -239882 |
Avg Bars in Trades | 90 | 44 | 137 | 90 | 44 | 137 |
Avg Bars in Winners | 125 | 57 | 186 | 125 | 57 | 186 |
Avg Bars in Losers | 56 | 33 | 83 | 56 | 33 | 83 |
Bars Traded | 10782 | 2682 | 8100 | 10782 | 2682 | 8100 |
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 | 396004 | -157675 | -347102 | -114532 | -268386 | -741322 |
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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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