Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87054.7001 | 19001.2905 | 68053.4096 | 94381.2958 | 30894.2369 | 63487.0589 |
Total P&L (%) | 87.0547 | 19.0013 | 68.0534 | 94.3813 | 30.8942 | 63.4871 |
Avg Daily Profit (%) | 0.3343 | 0.073 | 0.2613 | 0.2555 | 0.1034 | 0.1889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40558 | -28388 | -31998 | -67565 | -31365 | -51820 |
Profit Factor | 1.4561 | 1.1833 | 1.7804 | 1.3303 | 1.2195 | 1.4379 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 67.7966 | 62.7119 | 72.8814 | 67.7966 | 62.7119 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.6917 | 0.7036 | 0.6625 | 0.6319 | 0.7251 | 0.535 |
Largest Winning Trade | 10434 | 10434 | 10186 | 12518 | 12518 | 12035 |
Largest Losing Trade | -23322 | -23322 | -22119 | -34103 | -24186 | -34103 |
Avg Bars in Trades | 207 | 228 | 186 | 207 | 228 | 186 |
Avg Bars in Winners | 141 | 145 | 137 | 141 | 145 | 137 |
Avg Bars in Losers | 347 | 367 | 319 | 347 | 367 | 319 |
Bars Traded | 24500 | 13479 | 11021 | 24500 | 13479 | 11021 |
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 | 337130 | -300067 | -166495 | 285232 | -236431 | -168757 |
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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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