Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47553.7937 | 33945.2874 | 13608.5063 | 47850.912 | 35835.6196 | 12015.2924 |
Total P&L (%) | 47.5538 | 33.9453 | 13.6085 | 47.8509 | 35.8356 | 12.0153 |
Avg Daily Profit (%) | 0.5478 | 0.391 | 0.1568 | 0.4515 | 0.3534 | 0.1308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32592 | -14954 | -22883 | -50402 | -23681 | -34744 |
Profit Factor | 1.4113 | 1.6527 | 1.2139 | 1.2816 | 1.4737 | 1.1274 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 52.7273 | 50.9091 | 54.5455 | 52.7273 | 50.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2653 | 1.5937 | 1.0116 | 1.149 | 1.4211 | 0.9395 |
Largest Winning Trade | 22885 | 22885 | 10659 | 25267 | 25267 | 14515 |
Largest Losing Trade | -10931 | -5541 | -10931 | -18375 | -7426 | -18375 |
Avg Bars in Trades | 219 | 239 | 200 | 219 | 239 | 200 |
Avg Bars in Winners | 289 | 327 | 254 | 289 | 327 | 254 |
Avg Bars in Losers | 142 | 148 | 135 | 142 | 148 | 135 |
Bars Traded | 24193 | 13186 | 11007 | 24193 | 13186 | 11007 |
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 | 306216 | -172260 | -228116 | 248991 | -174398 | -384949 |
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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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