Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94570.3129 | 41336.5879 | 53233.7249 | 108559.0923 | 54239.2554 | 54319.837 |
Total P&L (%) | 94.5703 | 41.3366 | 53.2337 | 108.5591 | 54.2393 | 54.3198 |
Avg Daily Profit (%) | 0.3631 | 0.1587 | 0.2044 | 0.2827 | 0.1665 | 0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36661 | -31317 | -19400 | -86727 | -47188 | -49878 |
Profit Factor | 1.4958 | 1.4679 | 1.5199 | 1.3125 | 1.3472 | 1.2841 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 47.0085 | 43.1034 | 50.8475 | 47.0085 | 43.1034 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.6862 | 1.9376 | 1.4692 | 1.4795 | 1.7783 | 1.2413 |
Largest Winning Trade | 27861 | 27861 | 19119 | 38221 | 38221 | 33791 |
Largest Losing Trade | -15040 | -15040 | -12026 | -27290 | -21002 | -27290 |
Avg Bars in Trades | 206 | 176 | 236 | 206 | 176 | 236 |
Avg Bars in Winners | 291 | 242 | 331 | 291 | 242 | 331 |
Avg Bars in Losers | 130 | 125 | 137 | 130 | 125 | 137 |
Bars Traded | 24142 | 10216 | 13926 | 24142 | 10216 | 13926 |
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 | 329715 | -176746 | -169997 | 224616 | -176365 | -171688 |
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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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