Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95110.9264 | 47329.2117 | 47781.7147 | 127855.8544 | 55217.2985 | 72638.5559 |
Total P&L (%) | 95.1109 | 47.3292 | 47.7817 | 127.8559 | 55.2173 | 72.6386 |
Avg Daily Profit (%) | 0.3652 | 0.1817 | 0.1835 | 0.3167 | 0.169 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29517 | -29748 | -18191 | -45849 | -46371 | -28609 |
Profit Factor | 1.6904 | 1.6494 | 1.7365 | 1.6348 | 1.4944 | 1.8095 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 72.807 | 71.9298 | 73.6842 | 72.807 | 71.9298 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6314 | 0.6437 | 0.6202 | 0.6106 | 0.5832 | 0.6462 |
Largest Winning Trade | 9357 | 9357 | 7935 | 14605 | 14605 | 11690 |
Largest Losing Trade | -21211 | -21211 | -10960 | -33727 | -33727 | -17107 |
Avg Bars in Trades | 209 | 214 | 205 | 209 | 214 | 205 |
Avg Bars in Winners | 135 | 143 | 128 | 135 | 143 | 128 |
Avg Bars in Losers | 408 | 395 | 422 | 408 | 395 | 422 |
Bars Traded | 23936 | 12203 | 11733 | 23936 | 12203 | 11733 |
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 | 417594 | -172367 | -171917 | 398809 | -172632 | -170020 |
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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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