Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292684.0991 | 73067.4432 | 219616.6559 | 192479.4409 | 7213.6612 | 185265.7797 |
Total P&L (%) | 292.6841 | 73.0674 | 219.6167 | 192.4794 | 7.2137 | 185.2658 |
Avg Daily Profit (%) | 0.1979 | 0.0494 | 0.1485 | 0.0726 | 0.0047 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155068 | -83941 | -92512 | -543696 | -349451 | -417413 |
Profit Factor | 1.545 | 1.2594 | 1.8601 | 1.1199 | 1.0091 | 1.2282 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 12 | 25 | 37 | 12 | 25 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 38.5417 | 25 | 52.0833 | 38.5417 | 25 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.4637 | 3.7783 | 1.7113 | 1.7858 | 3.0273 | 1.13 |
Largest Winning Trade | 113740 | 113740 | 66326 | 355806 | 355806 | 107793 |
Largest Losing Trade | -44153 | -22669 | -44153 | -167091 | -123378 | -167091 |
Avg Bars in Trades | 45 | 37 | 52 | 45 | 37 | 52 |
Avg Bars in Winners | 76 | 77 | 76 | 76 | 77 | 76 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 4331 | 1816 | 2515 | 4331 | 1816 | 2515 |
Profit Streak | 0 | 0 | 47.5229 | 0 | 0 | 47.5229 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 219429 | -155992 | 346658 | -187769 | -591729 | -97707 |
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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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