Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104682.3659 | 33842.3597 | 70840.0062 | 147264.6006 | 47153.4497 | 100111.1509 |
Total P&L (%) | 104.6824 | 33.8424 | 70.84 | 147.2646 | 47.1535 | 100.1112 |
Avg Daily Profit (%) | 0.402 | 0.13 | 0.272 | 0.3482 | 0.1485 | 0.2667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22603 | -16582 | -16927 | -53056 | -32738 | -43776 |
Profit Factor | 1.8724 | 1.4911 | 2.3867 | 1.5822 | 1.3316 | 1.9039 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 53.4884 | 51.1628 | 55.814 | 53.4884 | 51.1628 | 55.814 |
Ratio Avg Win / Avg Loss | 1.6282 | 1.4233 | 1.8895 | 1.3758 | 1.271 | 1.5073 |
Largest Winning Trade | 25004 | 19935 | 25004 | 32523 | 32523 | 29228 |
Largest Losing Trade | -10330 | -9813 | -10330 | -27769 | -23234 | -27769 |
Avg Bars in Trades | 286 | 326 | 246 | 286 | 326 | 246 |
Avg Bars in Winners | 269 | 321 | 220 | 269 | 321 | 220 |
Avg Bars in Losers | 305 | 330 | 277 | 305 | 330 | 277 |
Bars Traded | 24608 | 14024 | 10584 | 24608 | 14024 | 10584 |
Profit Streak | 0 | 0 | 25.0012 | 0 | 0 | 25.0012 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438758 | -22247 | 475807 | 359371 | 94446 | 440641 |
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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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