Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261175.9066 | 144449.8405 | 116726.0662 | 102401.4305 | 54738.9767 | 47662.4538 |
Total P&L (%) | 261.1759 | 144.4498 | 116.7261 | 102.4014 | 54.739 | 47.6625 |
Avg Daily Profit (%) | 0.234 | 0.1294 | 0.1046 | 0.0632 | 0.0391 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127643 | -57775 | -90609 | -257672 | -110597 | -158738 |
Profit Factor | 1.3946 | 1.5121 | 1.3074 | 1.0945 | 1.1191 | 1.0764 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 48.6034 | 46.6667 | 50.5618 | 48.6034 | 46.6667 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.4748 | 1.7281 | 1.2783 | 1.1574 | 1.279 | 1.0525 |
Largest Winning Trade | 125062 | 125062 | 47182 | 121966 | 77088 | 121966 |
Largest Losing Trade | -60270 | -27896 | -60270 | -108965 | -61235 | -108965 |
Avg Bars in Trades | 36 | 25 | 47 | 36 | 25 | 47 |
Avg Bars in Winners | 38 | 21 | 54 | 38 | 21 | 54 |
Avg Bars in Losers | 34 | 29 | 39 | 34 | 29 | 39 |
Bars Traded | 6492 | 2303 | 4190 | 6492 | 2303 | 4190 |
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 | 322862 | -19067 | -53463 | -224696 | -232474 | -284500 |
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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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