Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180000.4811 | 117895.9244 | 62104.5567 | 178216.9775 | 125486.6082 | 52730.3693 |
Total P&L (%) | 180.0005 | 117.8959 | 62.1046 | 178.217 | 125.4866 | 52.7304 |
Avg Daily Profit (%) | 0.3456 | 0.2264 | 0.1192 | 0.1967 | 0.1562 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64376 | -45811 | -42861 | -302598 | -190756 | -184780 |
Profit Factor | 1.415 | 1.5014 | 1.3127 | 1.1278 | 1.1681 | 1.0814 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 42.8571 | 37.3626 | 48.3516 | 42.8571 | 37.3626 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.8867 | 2.517 | 1.4022 | 1.5037 | 1.9583 | 1.1551 |
Largest Winning Trade | 90623 | 90623 | 25949 | 203759 | 203759 | 100123 |
Largest Losing Trade | -12355 | -11035 | -12355 | -44508 | -43574 | -44508 |
Avg Bars in Trades | 136 | 128 | 143 | 136 | 128 | 143 |
Avg Bars in Winners | 209 | 215 | 204 | 209 | 215 | 204 |
Avg Bars in Losers | 81 | 77 | 86 | 81 | 77 | 86 |
Bars Traded | 24801 | 11734 | 13066 | 24801 | 11734 | 13066 |
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 | 301312 | 161196 | -35702 | -73626 | -33035 | -218027 |
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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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