Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394431.8894 | 252166.7262 | 142265.1632 | 475578.6491 | 302376.2218 | 173202.4273 |
Total P&L (%) | 394.4319 | 252.1667 | 142.2652 | 475.5786 | 302.3762 | 173.2024 |
Avg Daily Profit (%) | 0.2905 | 0.1857 | 0.1048 | 0.129 | 0.1026 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61806 | -70553 | -59136 | -267675 | -302890 | -242440 |
Profit Factor | 1.5067 | 1.6235 | 1.3804 | 1.1897 | 1.2423 | 1.1376 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 41.4141 | 35.3535 | 47.4747 | 41.4141 | 35.3535 | 47.4747 |
Ratio Avg Win / Avg Loss | 2.1315 | 2.9687 | 1.5273 | 1.683 | 2.2716 | 1.2586 |
Largest Winning Trade | 148401 | 148401 | 42150 | 239521 | 239521 | 137568 |
Largest Losing Trade | -27307 | -21502 | -27307 | -175679 | -109657 | -175679 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 60 | 65 | 57 | 60 | 65 | 57 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 7937 | 4002 | 3935 | 7937 | 4002 | 3935 |
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 | 307825 | 165121 | -52677 | -33852 | -61154 | -164523 |
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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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