Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288954.1458 | 195632.3828 | 93321.7631 | 458949.4978 | 135676.167 | 323273.3308 |
Total P&L (%) | 288.9541 | 195.6324 | 93.3218 | 458.9495 | 135.6762 | 323.2733 |
Avg Daily Profit (%) | 0.2684 | 0.1817 | 0.0867 | 0.16 | 0.0797 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87728 | -72364 | -36328 | -864526 | -713356 | -386405 |
Profit Factor | 1.8994 | 2.0306 | 1.71 | 1.244 | 1.119 | 1.4368 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 45.3608 | 38.7755 | 52.0833 | 45.3608 | 38.7755 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.2879 | 3.2061 | 1.5732 | 1.4985 | 1.7668 | 1.3218 |
Largest Winning Trade | 124306 | 124306 | 48742 | 637104 | 637104 | 429364 |
Largest Losing Trade | -22377 | -22377 | -21848 | -253946 | -253946 | -236394 |
Avg Bars in Trades | 40 | 32 | 49 | 40 | 32 | 49 |
Avg Bars in Winners | 64 | 55 | 71 | 64 | 55 | 71 |
Avg Bars in Losers | 20 | 17 | 25 | 20 | 17 | 25 |
Bars Traded | 3947 | 1574 | 2374 | 3947 | 1574 | 2374 |
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 | 369566 | 253977 | -73646 | 197097 | -179442 | -12741 |
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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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