Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143938.2371 | 72188.4034 | 71749.8337 | 68162.1502 | 49721.8009 | 18440.3493 |
Total P&L (%) | 143.9382 | 72.1884 | 71.7498 | 68.1622 | 49.7218 | 18.4403 |
Avg Daily Profit (%) | 0.1556 | 0.078 | 0.0775 | 0.0562 | 0.0436 | 0.0183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91924 | -27218 | -76675 | -461778 | -144774 | -333321 |
Profit Factor | 1.4163 | 1.7644 | 1.2855 | 1.0625 | 1.1574 | 1.0238 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 53.7634 | 55.3191 | 52.1739 | 53.7634 | 55.3191 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.218 | 1.4251 | 1.1784 | 0.9138 | 0.9348 | 0.9385 |
Largest Winning Trade | 50194 | 34379 | 50194 | 108489 | 51739 | 108489 |
Largest Losing Trade | -43876 | -14382 | -43876 | -155687 | -83943 | -155687 |
Avg Bars in Trades | 27 | 7 | 47 | 27 | 7 | 47 |
Avg Bars in Winners | 34 | 6 | 64 | 34 | 6 | 64 |
Avg Bars in Losers | 19 | 9 | 30 | 19 | 9 | 30 |
Bars Traded | 2571 | 364 | 2207 | 2571 | 364 | 2207 |
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 | 325779 | -85504 | -89069 | -270418 | -183970 | -371990 |
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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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