Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25090.6787 | 988.7818 | 24101.8969 | 25114.1882 | -3593.1102 | 28707.2984 |
Total P&L (%) | 25.0907 | 0.9888 | 24.1019 | 25.1142 | -3.5931 | 28.7073 |
Avg Daily Profit (%) | 0.4818 | 0.019 | 0.4628 | 0.4311 | -0.0702 | 0.4858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20270 | -19276 | -8370 | -29166 | -27022 | -12486 |
Profit Factor | 1.3834 | 1.0223 | 2.147 | 1.2894 | 0.9388 | 2.0232 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 52.0408 | 48.9796 | 55.102 | 52.0408 | 48.9796 | 55.102 |
Ratio Avg Win / Avg Loss | 1.2749 | 1.0648 | 1.7494 | 1.1883 | 0.9779 | 1.6486 |
Largest Winning Trade | 8352 | 8352 | 7379 | 10628 | 10628 | 10174 |
Largest Losing Trade | -7248 | -7248 | -3847 | -9749 | -9749 | -5861 |
Avg Bars in Trades | 246 | 268 | 224 | 246 | 268 | 224 |
Avg Bars in Winners | 195 | 174 | 214 | 195 | 174 | 214 |
Avg Bars in Losers | 302 | 359 | 237 | 302 | 359 | 237 |
Bars Traded | 24169 | 13164 | 11005 | 24169 | 13164 | 11005 |
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 | 199583 | -531675 | 315913 | 163405 | -583135 | 337797 |
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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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