Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371753.5434 | 256433.9843 | 115319.5591 | 300753.4756 | 130158.9258 | 170594.5498 |
Total P&L (%) | 371.7535 | 256.434 | 115.3196 | 300.7535 | 130.1589 | 170.5946 |
Avg Daily Profit (%) | 0.2733 | 0.1886 | 0.0848 | 0.1021 | 0.0613 | 0.0732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72954 | -90806 | -61744 | -353059 | -410654 | -200053 |
Profit Factor | 1.7367 | 1.8139 | 1.6084 | 1.2097 | 1.1511 | 1.2978 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 41.8367 | 38.7755 | 44.898 | 41.8367 | 38.7755 | 44.898 |
Ratio Avg Win / Avg Loss | 2.4144 | 2.864 | 1.9739 | 1.6817 | 1.8175 | 1.5928 |
Largest Winning Trade | 160122 | 160122 | 33787 | 196024 | 196024 | 126463 |
Largest Losing Trade | -39003 | -32345 | -39003 | -153308 | -153308 | -134379 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 58 | 67 | 51 | 58 | 67 | 51 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 3840 | 2123 | 1717 | 3840 | 2123 | 1717 |
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 | 310552 | 241036 | -78591 | -58911 | -168555 | -95883 |
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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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