Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115964.3049 | 56590.5241 | 59373.7808 | 132386.0371 | 48888.9545 | 83497.0826 |
Total P&L (%) | 115.9643 | 56.5905 | 59.3738 | 132.386 | 48.889 | 83.4971 |
Avg Daily Profit (%) | 0.4453 | 0.2173 | 0.228 | 0.3243 | 0.153 | 0.2334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53951 | -41926 | -31108 | -139544 | -106347 | -71868 |
Profit Factor | 1.5447 | 1.4061 | 1.807 | 1.2902 | 1.1632 | 1.5334 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.1765 | 33.3333 | 48.8372 | 41.1765 | 33.3333 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.2067 | 2.8123 | 1.8931 | 1.8432 | 2.3264 | 1.6064 |
Largest Winning Trade | 40510 | 40510 | 15165 | 86230 | 86230 | 32749 |
Largest Losing Trade | -12016 | -12016 | -9995 | -37879 | -37879 | -23848 |
Avg Bars in Trades | 287 | 326 | 249 | 287 | 326 | 249 |
Avg Bars in Winners | 386 | 508 | 305 | 386 | 508 | 305 |
Avg Bars in Losers | 218 | 234 | 196 | 218 | 234 | 196 |
Bars Traded | 24444 | 13698 | 10747 | 24444 | 13698 | 10747 |
Profit Streak | 0 | 3.5273 | 0 | 0 | 3.5273 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281090 | 8233 | 316184 | 187893 | -42610 | 314308 |
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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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