Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242118.2363 | 23042.6939 | 219075.5424 | 435462.0233 | 41502.5098 | 393959.5135 |
Total P&L (%) | 242.1182 | 23.0427 | 219.0755 | 435.462 | 41.5025 | 393.9595 |
Avg Daily Profit (%) | 0.1873 | 0.0178 | 0.1695 | 0.1299 | 0.0269 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48697 | -33927 | -36415 | -308268 | -121850 | -252758 |
Profit Factor | 1.9902 | 1.1853 | 2.8232 | 1.4989 | 1.1113 | 1.7881 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 41.8367 | 38.7755 | 44.898 | 41.8367 | 38.7755 | 44.898 |
Ratio Avg Win / Avg Loss | 2.7668 | 1.8715 | 3.4649 | 2.0839 | 1.7547 | 2.1945 |
Largest Winning Trade | 58223 | 54676 | 58223 | 281877 | 171135 | 281877 |
Largest Losing Trade | -19973 | -19973 | -12921 | -67458 | -54883 | -67458 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Losers | 15 | 10 | 20 | 15 | 10 | 20 |
Bars Traded | 3700 | 1602 | 2098 | 3700 | 1602 | 2098 |
Profit Streak | 0 | 0 | 19.7279 | 0 | 0 | 19.7279 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301687 | -193774 | 411040 | -20122 | -260336 | -25891 |
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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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