Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373572.0949 | 285080.4699 | 88491.6251 | 178062.2727 | 156912.8459 | 21149.4269 |
Total P&L (%) | 373.5721 | 285.0805 | 88.4916 | 178.0623 | 156.9128 | 21.1494 |
Avg Daily Profit (%) | 0.2015 | 0.1537 | 0.0477 | 0.0552 | 0.0509 | 0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161920 | -161837 | -87886 | -367239 | -307012 | -201259 |
Profit Factor | 1.5216 | 1.7499 | 1.2634 | 1.1207 | 1.2024 | 1.0302 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 48.1481 | 44.4444 | 51.8519 | 48.1481 | 44.4444 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.6387 | 2.1874 | 1.1731 | 1.207 | 1.5029 | 0.9567 |
Largest Winning Trade | 143668 | 143668 | 47212 | 258638 | 258638 | 179574 |
Largest Losing Trade | -45575 | -45575 | -41892 | -97130 | -83376 | -97130 |
Avg Bars in Trades | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 39 | 44 | 33 | 39 | 44 | 33 |
Bars Traded | 5405 | 2723 | 2682 | 5405 | 2723 | 2682 |
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 | 350999 | -171672 | -309132 | -207395 | -306561 | -553873 |
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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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