Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77708.2974 | 16536.8149 | 61171.4825 | 82279.9184 | 16057.9421 | 66221.9763 |
Total P&L (%) | 77.7083 | 16.5368 | 61.1715 | 82.2799 | 16.0579 | 66.222 |
Avg Daily Profit (%) | 0.2984 | 0.0635 | 0.2349 | 0.2308 | 0.0572 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40342 | -21950 | -30219 | -56879 | -34106 | -46250 |
Profit Factor | 1.4323 | 1.1878 | 1.6671 | 1.2929 | 1.1174 | 1.4595 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 62.2449 | 59.1837 | 65.3061 | 62.2449 | 59.1837 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.8688 | 0.8192 | 0.8856 | 0.7842 | 0.7706 | 0.7754 |
Largest Winning Trade | 16766 | 10243 | 16766 | 18484 | 13625 | 18484 |
Largest Losing Trade | -17156 | -16152 | -17156 | -31508 | -21606 | -31508 |
Avg Bars in Trades | 249 | 256 | 241 | 249 | 256 | 241 |
Avg Bars in Winners | 166 | 156 | 175 | 166 | 156 | 175 |
Avg Bars in Losers | 385 | 401 | 365 | 385 | 401 | 365 |
Bars Traded | 24420 | 12584 | 11835 | 24420 | 12584 | 11835 |
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 | 293065 | -133038 | 302243 | 241589 | -219260 | 266614 |
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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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