Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343634.5237 | 299746.1368 | 43888.3869 | 89771.9619 | 39281.8908 | 50490.0711 |
Total P&L (%) | 343.6345 | 299.7461 | 43.8884 | 89.772 | 39.2819 | 50.4901 |
Avg Daily Profit (%) | 0.1936 | 0.1689 | 0.0247 | 0.0361 | 0.0187 | 0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84535 | -79925 | -103410 | -431337 | -388428 | -179054 |
Profit Factor | 1.665 | 2.3764 | 1.1468 | 1.0653 | 1.0579 | 1.0726 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.3588 | 3.3666 | 1.6246 | 1.5092 | 1.4987 | 1.5195 |
Largest Winning Trade | 169112 | 169112 | 70527 | 214532 | 214532 | 162803 |
Largest Losing Trade | -43272 | -27819 | -43272 | -145397 | -145397 | -99112 |
Avg Bars in Trades | 175 | 184 | 167 | 175 | 184 | 167 |
Avg Bars in Winners | 263 | 262 | 263 | 263 | 262 | 263 |
Avg Bars in Losers | 114 | 129 | 99 | 114 | 129 | 99 |
Bars Traded | 10200 | 5345 | 4855 | 10200 | 5345 | 4855 |
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 | -172131 | 305075 | -223049 | -475092 | -330462 | -306408 |
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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) |
---|