Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79292.5237 | 61769.1613 | 17523.3624 | 95669.9979 | 73826.8561 | 21843.1418 |
Total P&L (%) | 79.2925 | 61.7692 | 17.5234 | 95.67 | 73.8269 | 21.8431 |
Avg Daily Profit (%) | 0.9134 | 0.7115 | 0.2019 | 0.7762 | 0.6389 | 0.2278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18926 | -9883 | -13818 | -31824 | -12483 | -22570 |
Profit Factor | 1.7995 | 2.1633 | 1.3802 | 1.7957 | 2.1591 | 1.3864 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 39.8148 | 40.7407 | 38.8889 | 39.8148 | 40.7407 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.7201 | 3.1467 | 2.1689 | 2.7145 | 3.1405 | 2.1786 |
Largest Winning Trade | 36018 | 36018 | 12966 | 47430 | 47430 | 22733 |
Largest Losing Trade | -7356 | -7356 | -6313 | -12483 | -12483 | -9926 |
Avg Bars in Trades | 223 | 228 | 218 | 223 | 228 | 218 |
Avg Bars in Winners | 386 | 426 | 344 | 386 | 426 | 344 |
Avg Bars in Losers | 114 | 91 | 137 | 114 | 91 | 137 |
Bars Traded | 24095 | 12322 | 11773 | 24095 | 12322 | 11773 |
Profit Streak | 0 | 0 | 5.4509 | 0 | 0 | 5.4509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383059 | -170042 | -184833 | 371948 | -170122 | -181693 |
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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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