Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245555.7028 | 228808.3232 | 16747.3795 | 213260.8471 | 247284.2686 | -34023.4215 |
Total P&L (%) | 245.5557 | 228.8083 | 16.7474 | 213.2608 | 247.2843 | -34.0234 |
Avg Daily Profit (%) | 0.1726 | 0.1608 | 0.0118 | 0.0803 | 0.0875 | -0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91958 | -58330 | -69072 | -156608 | -113345 | -104212 |
Profit Factor | 1.7097 | 2.4919 | 1.0869 | 1.3869 | 2.0314 | 0.8908 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 39.5062 | 43.9024 | 35 | 39.5062 | 43.9024 | 35 |
Ratio Avg Win / Avg Loss | 2.618 | 3.1841 | 2.0186 | 2.1237 | 2.5957 | 1.6543 |
Largest Winning Trade | 124229 | 124229 | 60386 | 110710 | 110710 | 90215 |
Largest Losing Trade | -18771 | -18771 | -18324 | -29493 | -28354 | -29493 |
Avg Bars in Trades | 47 | 47 | 46 | 47 | 47 | 46 |
Avg Bars in Winners | 86 | 70 | 107 | 86 | 70 | 107 |
Avg Bars in Losers | 21 | 30 | 13 | 21 | 30 | 13 |
Bars Traded | 3815 | 1967 | 1848 | 3815 | 1967 | 1848 |
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 | -9731 | 349200 | -315753 | -104404 | -74577 | -583805 |
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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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