Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89039.4852 | 38744.2867 | 50295.1986 | 69002.8722 | 42042.5094 | 26960.3628 |
Total P&L (%) | 89.0395 | 38.7443 | 50.2952 | 69.0029 | 42.0425 | 26.9604 |
Avg Daily Profit (%) | 0.3419 | 0.1488 | 0.1931 | 0.2017 | 0.1349 | 0.0917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65909 | -42523 | -52745 | -189884 | -101185 | -147878 |
Profit Factor | 1.2202 | 1.17 | 1.2851 | 1.0741 | 1.085 | 1.0618 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 63.6691 | 63.3094 | 64.0288 | 63.6691 | 63.3094 | 64.0288 |
Ratio Avg Win / Avg Loss | 0.6963 | 0.6781 | 0.722 | 0.6129 | 0.6288 | 0.5965 |
Largest Winning Trade | 16189 | 15005 | 16189 | 28174 | 27548 | 28174 |
Largest Losing Trade | -31822 | -18545 | -31822 | -106379 | -34411 | -106379 |
Avg Bars in Trades | 89 | 88 | 89 | 89 | 88 | 89 |
Avg Bars in Winners | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Losers | 140 | 147 | 132 | 140 | 147 | 132 |
Bars Traded | 24748 | 12325 | 12423 | 24748 | 12325 | 12423 |
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 | 309386 | -31837 | 173229 | -131263 | -143560 | -227933 |
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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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