Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256913.0728 | 82290.2402 | 174622.8326 | 193193.1297 | 72490.3976 | 120702.7322 |
Total P&L (%) | 256.9131 | 82.2902 | 174.6228 | 193.1931 | 72.4904 | 120.7027 |
Avg Daily Profit (%) | 0.2519 | 0.0807 | 0.1712 | 0.1055 | 0.0535 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95825 | -74941 | -73222 | -681018 | -499129 | -480440 |
Profit Factor | 1.7056 | 1.4548 | 1.9534 | 1.1044 | 1.0923 | 1.1133 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 59.3023 | 53.4884 | 65.1163 | 59.3023 | 53.4884 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.1705 | 1.265 | 1.0465 | 0.7579 | 0.9498 | 0.5964 |
Largest Winning Trade | 63214 | 63214 | 36796 | 168559 | 117732 | 168559 |
Largest Losing Trade | -73222 | -31850 | -73222 | -480440 | -269909 | -480440 |
Avg Bars in Trades | 31 | 24 | 38 | 31 | 24 | 38 |
Avg Bars in Winners | 36 | 20 | 50 | 36 | 20 | 50 |
Avg Bars in Losers | 24 | 29 | 17 | 24 | 29 | 17 |
Bars Traded | 2727 | 1052 | 1675 | 2727 | 1052 | 1675 |
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 | 418357 | -83426 | 431443 | -158068 | -241383 | -184884 |
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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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