Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84140.7117 | 47694.6838 | 36446.0279 | 91537.5207 | 61941.7913 | 29595.7294 |
Total P&L (%) | 84.1407 | 47.6947 | 36.446 | 91.5375 | 61.9418 | 29.5957 |
Avg Daily Profit (%) | 0.3231 | 0.1831 | 0.14 | 0.2499 | 0.1853 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27005 | -21565 | -27376 | -34658 | -28868 | -45861 |
Profit Factor | 1.4967 | 1.7408 | 1.3471 | 1.3878 | 1.6864 | 1.203 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 46.2366 | 53.1915 | 39.1304 | 46.2366 | 53.1915 | 39.1304 |
Ratio Avg Win / Avg Loss | 1.7404 | 1.5319 | 2.0954 | 1.6138 | 1.484 | 1.8714 |
Largest Winning Trade | 29695 | 29695 | 20740 | 40806 | 40806 | 25376 |
Largest Losing Trade | -11904 | -7156 | -11904 | -13307 | -12332 | -13307 |
Avg Bars in Trades | 252 | 57 | 452 | 252 | 57 | 452 |
Avg Bars in Winners | 409 | 67 | 884 | 409 | 67 | 884 |
Avg Bars in Losers | 117 | 46 | 174 | 117 | 46 | 174 |
Bars Traded | 23499 | 2699 | 20800 | 23499 | 2699 | 20800 |
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 | 304531 | 300170 | -12809 | 258048 | 293086 | -68100 |
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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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