Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204665.1194 | 142148.2973 | 62516.8221 | 215189.9282 | 28623.4119 | 186566.5163 |
Total P&L (%) | 204.6651 | 142.1483 | 62.5168 | 215.1899 | 28.6234 | 186.5665 |
Avg Daily Profit (%) | 0.393 | 0.2729 | 0.12 | 0.2207 | 0.0483 | 0.2023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49645 | -33242 | -46236 | -192300 | -155474 | -91682 |
Profit Factor | 1.6368 | 1.9308 | 1.3706 | 1.2628 | 1.0644 | 1.4979 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 41.0526 | 39.5833 | 42.5532 | 41.0526 | 39.5833 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.3502 | 2.9469 | 1.8503 | 1.8132 | 1.6247 | 2.0222 |
Largest Winning Trade | 93314 | 93314 | 30406 | 116261 | 116261 | 99847 |
Largest Losing Trade | -21440 | -15670 | -21440 | -71347 | -71347 | -44991 |
Avg Bars in Trades | 255 | 232 | 278 | 255 | 232 | 278 |
Avg Bars in Winners | 422 | 378 | 463 | 422 | 378 | 463 |
Avg Bars in Losers | 139 | 137 | 140 | 139 | 137 | 140 |
Bars Traded | 24245 | 11178 | 13067 | 24245 | 11178 | 13067 |
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 | 308681 | 265678 | -35018 | 178921 | -284654 | 239829 |
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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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