Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403287.0551 | 237331.6924 | 165955.3626 | 246000.6467 | 21386.1689 | 224614.4778 |
Total P&L (%) | 403.2871 | 237.3317 | 165.9554 | 246.0006 | 21.3862 | 224.6145 |
Avg Daily Profit (%) | 0.2504 | 0.1474 | 0.103 | 0.0771 | 0.012 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151419 | -162289 | -35114 | -208870 | -175191 | -88728 |
Profit Factor | 1.8523 | 1.8435 | 1.8652 | 1.3884 | 1.0575 | 1.8596 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 49.0909 | 40 | 58.1818 | 49.0909 | 40 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.9209 | 2.7653 | 1.3406 | 1.4398 | 1.5862 | 1.3366 |
Largest Winning Trade | 312277 | 312277 | 55500 | 101919 | 101919 | 100245 |
Largest Losing Trade | -37233 | -37233 | -35112 | -78877 | -74254 | -78877 |
Avg Bars in Trades | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Winners | 49 | 55 | 45 | 49 | 55 | 45 |
Avg Bars in Losers | 34 | 42 | 23 | 34 | 42 | 23 |
Bars Traded | 4624 | 2640 | 1983 | 4624 | 2640 | 1983 |
Profit Streak | 0 | 0 | 75.0763 | 0 | 0 | 75.0763 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414209 | -176785 | -231434 | -89450 | -522869 | -271317 |
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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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