Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88475.7814 | 50521.9308 | 37953.8507 | 113737.3738 | 48248.1542 | 65489.2196 |
Total P&L (%) | 88.4758 | 50.5219 | 37.9539 | 113.7374 | 48.2482 | 65.4892 |
Avg Daily Profit (%) | 1.6988 | 0.9701 | 0.7288 | 1.4692 | 0.7589 | 0.9719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24084 | -10959 | -17694 | -45054 | -20226 | -32769 |
Profit Factor | 1.8078 | 2.0443 | 1.6208 | 1.6296 | 1.5737 | 1.6782 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 42.3423 | 34.5455 | 50 | 42.3423 | 34.5455 | 50 |
Ratio Avg Win / Avg Loss | 2.4617 | 3.8733 | 1.6208 | 2.219 | 2.9818 | 1.6782 |
Largest Winning Trade | 37630 | 37630 | 14247 | 34051 | 34051 | 26771 |
Largest Losing Trade | -9510 | -3647 | -9510 | -9510 | -6180 | -9510 |
Avg Bars in Trades | 221 | 224 | 217 | 221 | 224 | 217 |
Avg Bars in Winners | 309 | 336 | 291 | 309 | 336 | 291 |
Avg Bars in Losers | 156 | 165 | 144 | 156 | 165 | 144 |
Bars Traded | 24531 | 12350 | 12181 | 24531 | 12350 | 12181 |
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 | 439885 | -172638 | -169307 | 420324 | -174623 | -166335 |
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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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