Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178198.6128 | 128009.0905 | 50189.5222 | 143205.6394 | 9367.6906 | 133837.9488 |
Total P&L (%) | 178.1986 | 128.0091 | 50.1895 | 143.2056 | 9.3677 | 133.8379 |
Avg Daily Profit (%) | 0.3421 | 0.2458 | 0.0964 | 0.1708 | 0.0172 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75659 | -66659 | -39584 | -337717 | -283928 | -177835 |
Profit Factor | 1.5603 | 1.8613 | 1.2963 | 1.143 | 1.0176 | 1.2849 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 43.299 | 38.7755 | 47.9167 | 43.299 | 38.7755 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.0433 | 2.9389 | 1.409 | 1.4968 | 1.6068 | 1.3967 |
Largest Winning Trade | 94278 | 94278 | 29414 | 181747 | 181747 | 114735 |
Largest Losing Trade | -24186 | -14856 | -24186 | -92811 | -84489 | -92811 |
Avg Bars in Trades | 250 | 221 | 279 | 250 | 221 | 279 |
Avg Bars in Winners | 392 | 369 | 411 | 392 | 369 | 411 |
Avg Bars in Losers | 142 | 127 | 158 | 142 | 127 | 158 |
Bars Traded | 24277 | 10849 | 13428 | 24277 | 10849 | 13428 |
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 | 313401 | 241463 | -66870 | -58743 | -540526 | 216297 |
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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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