Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211608.9623 | 140978.2014 | 70630.7609 | 335465.3998 | 208043.774 | 127421.6258 |
Total P&L (%) | 211.609 | 140.9782 | 70.6308 | 335.4654 | 208.0438 | 127.4216 |
Avg Daily Profit (%) | 0.3667 | 0.2443 | 0.1224 | 0.2553 | 0.1952 | 0.1425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44153 | -32716 | -22134 | -96474 | -69879 | -54371 |
Profit Factor | 2.0688 | 2.185 | 1.8939 | 1.6855 | 1.7547 | 1.5962 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.8519 | 51.2195 | 52.5 | 51.8519 | 51.2195 | 52.5 |
Ratio Avg Win / Avg Loss | 1.921 | 2.081 | 1.7135 | 1.5651 | 1.6711 | 1.4442 |
Largest Winning Trade | 93713 | 93713 | 24812 | 127172 | 127172 | 52561 |
Largest Losing Trade | -23822 | -23822 | -12360 | -51511 | -48680 | -51511 |
Avg Bars in Trades | 161 | 153 | 168 | 161 | 153 | 168 |
Avg Bars in Winners | 208 | 201 | 215 | 208 | 201 | 215 |
Avg Bars in Losers | 110 | 104 | 116 | 110 | 104 | 116 |
Bars Traded | 13043 | 6310 | 6733 | 13043 | 6310 | 6733 |
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 | -3448 | 430578 | -26058 | -5141 | 385558 | -978 |
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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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