Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105119.9099 | 22389.1718 | 82730.7381 | 140570.8812 | 37576.1185 | 102994.7627 |
Total P&L (%) | 105.1199 | 22.3892 | 82.7307 | 140.5709 | 37.5761 | 102.9948 |
Avg Daily Profit (%) | 0.4037 | 0.086 | 0.3177 | 0.3377 | 0.1226 | 0.2722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42632 | -10332 | -35914 | -116752 | -27406 | -99633 |
Profit Factor | 1.7533 | 1.4863 | 1.8849 | 1.3689 | 1.326 | 1.3875 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 58.5859 | 51.0204 | 66 | 58.5859 | 51.0204 | 66 |
Ratio Avg Win / Avg Loss | 1.2394 | 1.4268 | 0.971 | 0.9676 | 1.2729 | 0.7148 |
Largest Winning Trade | 17508 | 6783 | 17508 | 36813 | 16382 | 36813 |
Largest Losing Trade | -21468 | -8727 | -21468 | -69709 | -23448 | -69709 |
Avg Bars in Trades | 247 | 70 | 421 | 247 | 70 | 421 |
Avg Bars in Winners | 231 | 68 | 354 | 231 | 68 | 354 |
Avg Bars in Losers | 271 | 72 | 551 | 271 | 72 | 551 |
Bars Traded | 24522 | 3458 | 21063 | 24522 | 3458 | 21063 |
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 | 416014 | -83416 | -169949 | 274203 | -32739 | -172186 |
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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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