Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171891.9618 | 79448.6089 | 92443.3528 | 172460.1539 | 16825.6748 | 155634.4792 |
Total P&L (%) | 171.892 | 79.4486 | 92.4434 | 172.4602 | 16.8257 | 155.6345 |
Avg Daily Profit (%) | 0.1876 | 0.0867 | 0.1009 | 0.1095 | 0.017 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61823 | -54366 | -48281 | -180716 | -138616 | -170628 |
Profit Factor | 1.5298 | 1.5225 | 1.5362 | 1.2218 | 1.045 | 1.3856 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.6755 | 1.6675 | 1.6825 | 1.3381 | 1.1445 | 1.5176 |
Largest Winning Trade | 60533 | 60533 | 35938 | 105429 | 90884 | 105429 |
Largest Losing Trade | -22978 | -22647 | -22978 | -70626 | -55161 | -70626 |
Avg Bars in Trades | 122 | 109 | 135 | 122 | 109 | 135 |
Avg Bars in Winners | 165 | 143 | 187 | 165 | 143 | 187 |
Avg Bars in Losers | 82 | 77 | 87 | 82 | 77 | 87 |
Bars Traded | 10745 | 4801 | 5944 | 10745 | 4801 | 5944 |
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 | 340765 | -75441 | -56443 | -47884 | -351047 | -55236 |
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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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