Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126659.1929 | 79658.464 | 47000.729 | 146342.1094 | 92653.1589 | 53688.9505 |
Total P&L (%) | 126.6592 | 79.6585 | 47.0007 | 146.3421 | 92.6532 | 53.689 |
Avg Daily Profit (%) | 0.4864 | 0.3059 | 0.1805 | 0.3468 | 0.2521 | 0.1652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27298 | -26401 | -17060 | -71468 | -51761 | -33493 |
Profit Factor | 1.917 | 1.9957 | 1.8087 | 1.6053 | 1.6494 | 1.5419 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 45.8824 | 34.8837 | 57.1429 | 45.8824 | 34.8837 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.2611 | 3.7253 | 1.3565 | 1.8935 | 3.0788 | 1.1565 |
Largest Winning Trade | 90807 | 90807 | 19672 | 134686 | 134686 | 26507 |
Largest Losing Trade | -8705 | -6177 | -8705 | -16812 | -16236 | -16812 |
Avg Bars in Trades | 284 | 241 | 327 | 284 | 241 | 327 |
Avg Bars in Winners | 444 | 433 | 451 | 444 | 433 | 451 |
Avg Bars in Losers | 148 | 139 | 162 | 148 | 139 | 162 |
Bars Traded | 24160 | 10401 | 13759 | 24160 | 10401 | 13759 |
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 | 393803 | 183412 | 278922 | 329206 | 142807 | 265391 |
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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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