Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477523.0144 | 435992.4589 | 41530.5555 | 163550.5202 | 19318.6529 | 144231.8673 |
Total P&L (%) | 477.523 | 435.9925 | 41.5306 | 163.5505 | 19.3187 | 144.2319 |
Avg Daily Profit (%) | 0.2031 | 0.1854 | 0.0177 | 0.0412 | 0.0075 | 0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136382 | -63462 | -166433 | -234749 | -159160 | -129958 |
Profit Factor | 1.7487 | 2.4257 | 1.1251 | 1.193 | 1.042 | 1.3719 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 46.9388 | 48.9796 | 44.898 | 46.9388 | 48.9796 | 44.898 |
Ratio Avg Win / Avg Loss | 1.9768 | 2.5268 | 1.3808 | 1.3486 | 1.0855 | 1.6836 |
Largest Winning Trade | 245607 | 245607 | 69234 | 75468 | 75468 | 70479 |
Largest Losing Trade | -44175 | -44175 | -35273 | -61221 | -61221 | -51150 |
Avg Bars in Trades | 139 | 128 | 150 | 139 | 128 | 150 |
Avg Bars in Winners | 202 | 181 | 226 | 202 | 181 | 226 |
Avg Bars in Losers | 83 | 76 | 88 | 83 | 76 | 88 |
Bars Traded | 13651 | 6278 | 7374 | 13651 | 6278 | 7374 |
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 | 361195 | 425434 | -256151 | -146991 | -364713 | -142418 |
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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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