Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106004.1437 | 74745.6912 | 31258.4525 | 67571.4891 | 63625.6641 | 3945.8249 |
Total P&L (%) | 106.0041 | 74.7457 | 31.2585 | 67.5715 | 63.6257 | 3.9458 |
Avg Daily Profit (%) | 1.2211 | 0.861 | 0.3601 | 0.5965 | 0.5688 | 0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78740 | -47811 | -32908 | -66309 | -38762 | -29180 |
Profit Factor | 1.6617 | 1.7577 | 1.5078 | 1.5251 | 1.8241 | 1.0767 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 35.6322 | 34.8837 | 36.3636 | 35.6322 | 34.8837 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.0017 | 3.2811 | 2.6386 | 2.7551 | 3.4049 | 1.8842 |
Largest Winning Trade | 99431 | 99431 | 57533 | 84432 | 84432 | 31012 |
Largest Losing Trade | -8456 | -8456 | -6639 | -7210 | -7210 | -6852 |
Avg Bars in Trades | 271 | 450 | 97 | 271 | 450 | 97 |
Avg Bars in Winners | 429 | 722 | 154 | 429 | 722 | 154 |
Avg Bars in Losers | 184 | 304 | 64 | 184 | 304 | 64 |
Bars Traded | 23654 | 19373 | 4281 | 23654 | 19373 | 4281 |
Profit Streak | 0 | 0.8284 | 0 | 0 | 0.8284 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322574 | 188306 | 45487 | 220196 | 104585 | -441407 |
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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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