Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300618.8934 | 200641.0387 | 99977.8548 | 98018.0925 | 12598.6944 | 85419.3981 |
Total P&L (%) | 300.6189 | 200.641 | 99.9779 | 98.0181 | 12.5987 | 85.4194 |
Avg Daily Profit (%) | 0.2221 | 0.1483 | 0.0739 | 0.0505 | 0.0088 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198528 | -110631 | -159870 | -283026 | -130559 | -232192 |
Profit Factor | 1.4906 | 1.6214 | 1.3449 | 1.108 | 1.0259 | 1.2026 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 45.2632 | 38.2979 | 52.0833 | 45.2632 | 38.2979 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.8026 | 2.6123 | 1.2373 | 1.3399 | 1.6529 | 1.1064 |
Largest Winning Trade | 142158 | 142158 | 37768 | 152688 | 152688 | 67360 |
Largest Losing Trade | -47291 | -25721 | -47291 | -94769 | -69393 | -94769 |
Avg Bars in Trades | 82 | 78 | 86 | 82 | 78 | 86 |
Avg Bars in Winners | 117 | 122 | 114 | 117 | 122 | 114 |
Avg Bars in Losers | 53 | 51 | 56 | 53 | 51 | 56 |
Bars Traded | 7832 | 3692 | 4141 | 7832 | 3692 | 4141 |
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 | 308927 | 124909 | -93589 | -228770 | -461401 | -132112 |
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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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