Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308063.3758 | 220697.5576 | 87365.8182 | 82115.3178 | 59434.6289 | 22680.6889 |
Total P&L (%) | 308.0634 | 220.6976 | 87.3658 | 82.1153 | 59.4346 | 22.6807 |
Avg Daily Profit (%) | 0.2275 | 0.163 | 0.0645 | 0.0443 | 0.0345 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110936 | -76685 | -57738 | -327604 | -225743 | -213415 |
Profit Factor | 1.6182 | 1.8927 | 1.3479 | 1.0779 | 1.1116 | 1.0435 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 47.9592 | 40.8163 | 55.102 | 47.9592 | 40.8163 | 55.102 |
Ratio Avg Win / Avg Loss | 1.7559 | 2.7444 | 1.0983 | 1.1696 | 1.6118 | 0.8502 |
Largest Winning Trade | 246587 | 246587 | 57846 | 230889 | 230889 | 105319 |
Largest Losing Trade | -42573 | -24375 | -42573 | -138896 | -53118 | -138896 |
Avg Bars in Trades | 38 | 31 | 46 | 38 | 31 | 46 |
Avg Bars in Winners | 52 | 38 | 62 | 52 | 38 | 62 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 3807 | 1548 | 2259 | 3807 | 1548 | 2259 |
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 | 373936 | 267222 | -105639 | -269166 | -247749 | -351396 |
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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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