Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83934.0451 | 47895.0136 | 36039.0314 | 80715.3929 | 57088.2174 | 23627.1755 |
Total P&L (%) | 83.934 | 47.895 | 36.039 | 80.7154 | 57.0882 | 23.6272 |
Avg Daily Profit (%) | 0.3223 | 0.1839 | 0.1384 | 0.2275 | 0.1736 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57095 | -18905 | -49539 | -139708 | -41020 | -125960 |
Profit Factor | 1.4328 | 1.4926 | 1.3726 | 1.1949 | 1.2901 | 1.1087 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 51.0204 | 46.9388 | 55.102 | 51.0204 | 46.9388 | 55.102 |
Ratio Avg Win / Avg Loss | 1.3755 | 1.6873 | 1.1184 | 1.1471 | 1.4584 | 0.9034 |
Largest Winning Trade | 46128 | 46128 | 19159 | 51785 | 51785 | 24282 |
Largest Losing Trade | -22291 | -9586 | -22291 | -67499 | -18054 | -67499 |
Avg Bars in Trades | 252 | 269 | 235 | 252 | 269 | 235 |
Avg Bars in Winners | 262 | 268 | 256 | 262 | 268 | 256 |
Avg Bars in Losers | 241 | 269 | 209 | 241 | 269 | 209 |
Bars Traded | 24722 | 13186 | 11535 | 24722 | 13186 | 11535 |
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 | 308142 | 210439 | -10973 | 26153 | 146453 | -191886 |
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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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