Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396138.4641 | 301575.6736 | 94562.7905 | 528235.5116 | 133161.1058 | 395074.4058 |
Total P&L (%) | 396.1385 | 301.5757 | 94.5628 | 528.2355 | 133.1611 | 395.0744 |
Avg Daily Profit (%) | 0.2227 | 0.1696 | 0.0532 | 0.1034 | 0.0476 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77767 | -60732 | -106979 | -597905 | -456302 | -332187 |
Profit Factor | 1.5075 | 1.8098 | 1.2317 | 1.1856 | 1.0901 | 1.2888 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Losing Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Profitability (%) | 40.9091 | 45.4545 | 36.3636 | 40.9091 | 45.4545 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.1775 | 2.1717 | 2.1555 | 1.7125 | 1.3081 | 2.2554 |
Largest Winning Trade | 77167 | 77167 | 72026 | 281846 | 185615 | 281846 |
Largest Losing Trade | -40219 | -23239 | -40219 | -127506 | -118718 | -127506 |
Avg Bars in Trades | 105 | 98 | 111 | 105 | 98 | 111 |
Avg Bars in Winners | 172 | 153 | 196 | 172 | 153 | 196 |
Avg Bars in Losers | 58 | 53 | 62 | 58 | 53 | 62 |
Bars Traded | 20810 | 9789 | 11021 | 20810 | 9789 | 11021 |
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 | 280076 | 314505 | -126725 | -72300 | -252820 | -77296 |
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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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