Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204817.0057 | 144715.1026 | 60101.9031 | 143265.5231 | 35037.5658 | 108227.9572 |
Total P&L (%) | 204.817 | 144.7151 | 60.1019 | 143.2655 | 35.0376 | 108.228 |
Avg Daily Profit (%) | 0.1681 | 0.1188 | 0.0493 | 0.073 | 0.0247 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49108 | -70982 | -73805 | -162846 | -257791 | -140219 |
Profit Factor | 1.5601 | 1.8372 | 1.3117 | 1.17 | 1.0772 | 1.2785 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 46.4286 | 45.2381 | 47.619 | 46.4286 | 45.2381 | 47.619 |
Ratio Avg Win / Avg Loss | 1.8002 | 2.224 | 1.4429 | 1.35 | 1.3039 | 1.4063 |
Largest Winning Trade | 118762 | 118762 | 29155 | 167221 | 167221 | 64749 |
Largest Losing Trade | -31753 | -29372 | -31753 | -94036 | -94036 | -58415 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 4654 | 2274 | 2380 | 4654 | 2274 | 2380 |
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 | 322882 | -32743 | -128413 | -130178 | -300058 | -113438 |
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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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