Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163698.3623 | 101883.9021 | 61814.4602 | 240334.5984 | 181213.7253 | 59120.8731 |
Total P&L (%) | 163.6984 | 101.8839 | 61.8145 | 240.3346 | 181.2137 | 59.1209 |
Avg Daily Profit (%) | 0.6147 | 0.3826 | 0.2321 | 0.461 | 0.389 | 0.1746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36481 | -23704 | -59493 | -91821 | -51431 | -154767 |
Profit Factor | 1.764 | 2.0848 | 1.5136 | 1.5824 | 2.0431 | 1.2474 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.75 | 50 | 47.5 | 48.75 | 50 | 47.5 |
Ratio Avg Win / Avg Loss | 1.8544 | 2.0848 | 1.6729 | 1.6635 | 2.0431 | 1.3787 |
Largest Winning Trade | 42737 | 42737 | 27670 | 78722 | 78722 | 61890 |
Largest Losing Trade | -14831 | -11686 | -14831 | -42979 | -23130 | -42979 |
Avg Bars in Trades | 155 | 160 | 151 | 155 | 160 | 151 |
Avg Bars in Winners | 212 | 215 | 209 | 212 | 215 | 209 |
Avg Bars in Losers | 101 | 104 | 99 | 101 | 104 | 99 |
Bars Traded | 12464 | 6403 | 6061 | 12464 | 6403 | 6061 |
Profit Streak | 269.7222 | 0 | 291.0138 | 269.7222 | 0 | 291.0138 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10541 | 424687 | 319585 | -12279 | 423761 | 196854 |
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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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