Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132910.9424 | 78145.4829 | 54765.4595 | 172124.0376 | 104390.7557 | 67733.2819 |
Total P&L (%) | 132.9109 | 78.1455 | 54.7655 | 172.124 | 104.3908 | 67.7333 |
Avg Daily Profit (%) | 0.5104 | 0.3001 | 0.2103 | 0.3852 | 0.2749 | 0.1988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26898 | -16169 | -22550 | -32896 | -18819 | -26898 |
Profit Factor | 1.9174 | 2.3793 | 1.6207 | 1.8498 | 2.3609 | 1.5382 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 43.5294 | 41.8605 | 45.2381 | 43.5294 | 41.8605 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.4874 | 3.3046 | 1.9619 | 2.3997 | 3.279 | 1.8621 |
Largest Winning Trade | 78650 | 78650 | 20200 | 102441 | 102441 | 27972 |
Largest Losing Trade | -8240 | -5744 | -8240 | -18808 | -9482 | -18808 |
Avg Bars in Trades | 282 | 91 | 478 | 282 | 91 | 478 |
Avg Bars in Winners | 510 | 152 | 848 | 510 | 152 | 848 |
Avg Bars in Losers | 107 | 47 | 171 | 107 | 47 | 171 |
Bars Traded | 24009 | 3931 | 20078 | 24009 | 3931 | 20078 |
Profit Streak | 0 | 0 | 13.9203 | 0 | 0 | 13.9203 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368274 | 305949 | 257584 | 325052 | 296920 | 270144 |
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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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