Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142812.6112 | 58575.4282 | 84237.1829 | 98242.7416 | 33074.6674 | 65168.0742 |
Total P&L (%) | 142.8126 | 58.5754 | 84.2372 | 98.2427 | 33.0747 | 65.1681 |
Avg Daily Profit (%) | 0.2742 | 0.1125 | 0.1617 | 0.1315 | 0.0549 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144142 | -37860 | -119900 | -126903 | -50237 | -90783 |
Profit Factor | 1.4892 | 1.6416 | 1.4199 | 1.3328 | 1.3093 | 1.3461 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 67.7083 | 64.5833 | 70.8333 | 67.7083 | 64.5833 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.7102 | 0.9002 | 0.5847 | 0.6356 | 0.718 | 0.5543 |
Largest Winning Trade | 33236 | 15511 | 33236 | 21474 | 19714 | 21474 |
Largest Losing Trade | -51506 | -20293 | -51506 | -41212 | -30234 | -41212 |
Avg Bars in Trades | 256 | 129 | 384 | 256 | 129 | 384 |
Avg Bars in Winners | 208 | 102 | 304 | 208 | 102 | 304 |
Avg Bars in Losers | 358 | 177 | 578 | 358 | 177 | 578 |
Bars Traded | 24646 | 6197 | 18449 | 24646 | 6197 | 18449 |
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 | 363207 | -41872 | 311915 | -16625 | -122588 | -63687 |
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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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