Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104033.2157 | 35585.5293 | 68447.6863 | 100417.9626 | 28949.7868 | 71468.1758 |
Total P&L (%) | 104.0332 | 35.5855 | 68.4477 | 100.418 | 28.9498 | 71.4682 |
Avg Daily Profit (%) | 0.3995 | 0.1366 | 0.2628 | 0.2673 | 0.0977 | 0.2073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77617 | -29135 | -60724 | -100737 | -44232 | -73618 |
Profit Factor | 1.5256 | 1.394 | 1.6359 | 1.3445 | 1.217 | 1.4521 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 66.2921 | 57.7778 | 75 | 66.2921 | 57.7778 | 75 |
Ratio Avg Win / Avg Loss | 0.7757 | 1.0187 | 0.5453 | 0.6836 | 0.8893 | 0.484 |
Largest Winning Trade | 17648 | 12723 | 17648 | 25311 | 15263 | 25311 |
Largest Losing Trade | -31784 | -20387 | -31784 | -57800 | -31815 | -57800 |
Avg Bars in Trades | 265 | 151 | 382 | 265 | 151 | 382 |
Avg Bars in Winners | 201 | 111 | 273 | 201 | 111 | 273 |
Avg Bars in Losers | 392 | 207 | 712 | 392 | 207 | 712 |
Bars Traded | 23673 | 6827 | 16846 | 23673 | 6827 | 16846 |
Profit Streak | 0 | 0 | 21.2044 | 0 | 0 | 21.2044 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372723 | -12887 | 407914 | 292221 | -68182 | 359499 |
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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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