Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283254.4151 | 148045.0214 | 135209.3937 | 420975.5594 | 96844.6534 | 324130.906 |
Total P&L (%) | 283.2544 | 148.045 | 135.2094 | 420.9756 | 96.8447 | 324.1309 |
Avg Daily Profit (%) | 0.2536 | 0.1325 | 0.121 | 0.1479 | 0.0606 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99583 | -36454 | -66020 | -467230 | -254292 | -248682 |
Profit Factor | 2.0631 | 2.0023 | 2.1389 | 1.4684 | 1.1952 | 1.8052 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 64.2105 | 62.5 | 65.9574 | 64.2105 | 62.5 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.1499 | 1.2014 | 1.1039 | 0.8185 | 0.7171 | 0.9317 |
Largest Winning Trade | 156331 | 156331 | 43066 | 186226 | 186226 | 145113 |
Largest Losing Trade | -33376 | -30970 | -33376 | -208485 | -208485 | -155095 |
Avg Bars in Trades | 43 | 49 | 35 | 43 | 49 | 35 |
Avg Bars in Winners | 48 | 53 | 43 | 48 | 53 | 43 |
Avg Bars in Losers | 32 | 43 | 20 | 32 | 43 | 20 |
Bars Traded | 4085 | 2397 | 1688 | 4085 | 2397 | 1688 |
Profit Streak | 0 | 0 | 20.068 | 0 | 0 | 20.068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477472 | -11686 | -25748 | 222435 | -117700 | -16872 |
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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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