Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185061.1124 | 145481.1545 | 39579.9578 | 153244.8092 | 24145.5386 | 129099.2706 |
Total P&L (%) | 185.0611 | 145.4812 | 39.58 | 153.2448 | 24.1455 | 129.0993 |
Avg Daily Profit (%) | 0.1777 | 0.1397 | 0.038 | 0.0892 | 0.0208 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77070 | -83016 | -33959 | -327968 | -348458 | -110623 |
Profit Factor | 1.4891 | 1.6015 | 1.2899 | 1.1578 | 1.0342 | 1.4855 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 57.6577 | 58.1818 | 57.1429 | 57.6577 | 58.1818 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0935 | 1.1511 | 0.9674 | 0.8503 | 0.7434 | 1.1141 |
Largest Winning Trade | 62086 | 62086 | 14570 | 151320 | 151320 | 37878 |
Largest Losing Trade | -44974 | -44974 | -12380 | -179737 | -179737 | -58767 |
Avg Bars in Trades | 218 | 374 | 65 | 218 | 374 | 65 |
Avg Bars in Winners | 156 | 253 | 60 | 156 | 253 | 60 |
Avg Bars in Losers | 302 | 542 | 72 | 302 | 542 | 72 |
Bars Traded | 24258 | 20573 | 3685 | 24258 | 20573 | 3685 |
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 | 358453 | -183666 | -325177 | -121106 | -532760 | -264566 |
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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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