Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396922.5869 | 147939.7013 | 248982.8857 | 282969.4781 | 23063.0889 | 259906.3892 |
Total P&L (%) | 396.9226 | 147.9397 | 248.9829 | 282.9695 | 23.0631 | 259.9064 |
Avg Daily Profit (%) | 0.261 | 0.0973 | 0.1638 | 0.0884 | 0.0137 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110630 | -79336 | -78248 | -105715 | -71219 | -61829 |
Profit Factor | 1.7657 | 1.5973 | 1.9196 | 1.5634 | 1.0973 | 1.98 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 55.2083 | 45.8333 | 64.5833 | 55.2083 | 45.8333 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.4325 | 1.8877 | 1.0527 | 1.2684 | 1.2968 | 1.0858 |
Largest Winning Trade | 135081 | 135081 | 46632 | 109960 | 67395 | 109960 |
Largest Losing Trade | -70509 | -41560 | -70509 | -71219 | -71219 | -60802 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 30 | 23 | 35 | 30 | 23 | 35 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 2815 | 1264 | 1551 | 2815 | 1264 | 1551 |
Profit Streak | 0 | 0 | 57.5017 | 0 | 0 | 57.5017 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417186 | -61318 | 445877 | -72102 | -294206 | -75264 |
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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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