Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94608.0674 | 67903.2468 | 26704.8206 | 61138.3723 | 28759.7453 | 32378.627 |
Total P&L (%) | 94.6081 | 67.9032 | 26.7048 | 61.1384 | 28.7597 | 32.3786 |
Avg Daily Profit (%) | 1.0898 | 0.7822 | 0.3076 | 0.5511 | 0.2916 | 0.3236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59740 | -38038 | -23173 | -120489 | -75887 | -48523 |
Profit Factor | 1.555 | 1.6656 | 1.3901 | 1.211 | 1.1655 | 1.2793 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 36.2637 | 23.913 | 48.8889 | 36.2637 | 23.913 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.733 | 5.2998 | 1.4533 | 2.1285 | 3.7083 | 1.3375 |
Largest Winning Trade | 108276 | 108276 | 16403 | 100925 | 100925 | 30699 |
Largest Losing Trade | -11927 | -10051 | -11927 | -23791 | -23233 | -23791 |
Avg Bars in Trades | 269 | 224 | 315 | 269 | 224 | 315 |
Avg Bars in Winners | 480 | 480 | 480 | 480 | 480 | 480 |
Avg Bars in Losers | 149 | 143 | 157 | 149 | 143 | 157 |
Bars Traded | 24512 | 10321 | 14191 | 24512 | 10321 | 14191 |
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 | 313502 | -21143 | 124513 | 130917 | -68974 | 123223 |
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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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