Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100228.1079 | 34943.9453 | 65284.1626 | 93670.8816 | 65225.1931 | 28445.6886 |
Total P&L (%) | 100.2281 | 34.9439 | 65.2842 | 93.6709 | 65.2252 | 28.4457 |
Avg Daily Profit (%) | 0.3849 | 0.1342 | 0.2507 | 0.2541 | 0.193 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80307 | -25813 | -63800 | -238012 | -50558 | -198881 |
Profit Factor | 1.4868 | 1.4036 | 1.5472 | 1.1963 | 1.3859 | 1.0923 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 63.0435 | 58.6957 | 67.3913 | 63.0435 | 58.6957 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.8716 | 0.9877 | 0.7486 | 0.7013 | 0.9752 | 0.5285 |
Largest Winning Trade | 32170 | 20993 | 32170 | 33063 | 25726 | 33063 |
Largest Losing Trade | -41309 | -11335 | -41309 | -125088 | -34394 | -125088 |
Avg Bars in Trades | 259 | 259 | 260 | 259 | 259 | 260 |
Avg Bars in Winners | 166 | 176 | 158 | 166 | 176 | 158 |
Avg Bars in Losers | 419 | 377 | 471 | 419 | 377 | 471 |
Bars Traded | 23912 | 11935 | 11977 | 23912 | 11935 | 11977 |
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 | 344823 | -17711 | 309602 | 94942 | 215647 | -187542 |
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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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