Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100693.9297 | 20384.9403 | 80308.9894 | 103367.3282 | 25665.8991 | 77701.4291 |
Total P&L (%) | 100.6939 | 20.3849 | 80.309 | 103.3673 | 25.6659 | 77.7014 |
Avg Daily Profit (%) | 0.3867 | 0.0783 | 0.3084 | 0.2729 | 0.0878 | 0.221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48891 | -39102 | -35761 | -78512 | -46638 | -73503 |
Profit Factor | 1.4149 | 1.1633 | 1.6814 | 1.257 | 1.1358 | 1.3644 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 66.055 | 67.2727 | 64.8148 | 66.055 | 67.2727 | 64.8148 |
Ratio Avg Win / Avg Loss | 0.7271 | 0.5659 | 0.9128 | 0.6459 | 0.5525 | 0.7407 |
Largest Winning Trade | 14770 | 9296 | 14770 | 19509 | 16283 | 19509 |
Largest Losing Trade | -26657 | -26657 | -20803 | -43823 | -39961 | -43823 |
Avg Bars in Trades | 227 | 249 | 204 | 227 | 249 | 204 |
Avg Bars in Winners | 151 | 150 | 152 | 151 | 150 | 152 |
Avg Bars in Losers | 374 | 453 | 299 | 374 | 453 | 299 |
Bars Traded | 24768 | 13748 | 11020 | 24768 | 13748 | 11020 |
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 | 335195 | -316888 | -170575 | 265472 | -331320 | -172919 |
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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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