Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242581.5845 | 95124.0969 | 147457.4876 | 481013.0155 | 169768.8985 | 311244.117 |
Total P&L (%) | 242.5816 | 95.1241 | 147.4575 | 481.013 | 169.7689 | 311.2441 |
Avg Daily Profit (%) | 0.4658 | 0.1826 | 0.2831 | 0.3384 | 0.1907 | 0.2719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54273 | -54574 | -35035 | -225459 | -211245 | -155699 |
Profit Factor | 1.6869 | 1.5149 | 1.8755 | 1.402 | 1.2979 | 1.4966 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 61.0169 | 59.322 | 62.7119 | 61.0169 | 59.322 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.0777 | 1.0388 | 1.1152 | 0.8957 | 0.89 | 0.8899 |
Largest Winning Trade | 43772 | 43772 | 32233 | 105652 | 105652 | 93480 |
Largest Losing Trade | -34403 | -34403 | -17490 | -139584 | -139584 | -85881 |
Avg Bars in Trades | 209 | 173 | 244 | 209 | 173 | 244 |
Avg Bars in Winners | 169 | 131 | 205 | 169 | 131 | 205 |
Avg Bars in Losers | 272 | 235 | 311 | 272 | 235 | 311 |
Bars Traded | 24708 | 10256 | 14452 | 24708 | 10256 | 14452 |
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 | 473396 | -167171 | -164820 | 324613 | -170094 | -167747 |
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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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