Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288542.3175 | 199477.0172 | 89065.3002 | 93802.6972 | 68560.9164 | 25241.7808 |
Total P&L (%) | 288.5423 | 199.477 | 89.0653 | 93.8027 | 68.5609 | 25.2418 |
Avg Daily Profit (%) | 0.2129 | 0.1472 | 0.0657 | 0.0488 | 0.0385 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107482 | -59611 | -55865 | -306101 | -177085 | -201615 |
Profit Factor | 1.6125 | 1.8809 | 1.364 | 1.0978 | 1.1494 | 1.0505 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 51.0417 | 41.6667 | 60.4167 | 51.0417 | 41.6667 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.5466 | 2.6333 | 0.8937 | 1.053 | 1.6091 | 0.6882 |
Largest Winning Trade | 203481 | 203481 | 60873 | 162707 | 162707 | 113649 |
Largest Losing Trade | -42573 | -24375 | -42573 | -142428 | -46886 | -142428 |
Avg Bars in Trades | 39 | 32 | 47 | 39 | 32 | 47 |
Avg Bars in Winners | 54 | 37 | 66 | 54 | 37 | 66 |
Avg Bars in Losers | 24 | 27 | 18 | 24 | 27 | 18 |
Bars Traded | 3805 | 1539 | 2266 | 3805 | 1539 | 2266 |
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 | 402281 | 138676 | -104938 | -240246 | -199776 | -339430 |
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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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