Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96187.0585 | 55743.7219 | 40443.3366 | 97583.5206 | 69304.1401 | 28279.3806 |
Total P&L (%) | 96.1871 | 55.7437 | 40.4433 | 97.5835 | 69.3041 | 28.2794 |
Avg Daily Profit (%) | 0.3694 | 0.2141 | 0.1553 | 0.2618 | 0.2024 | 0.0957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31873 | -43426 | -18596 | -79188 | -57386 | -46432 |
Profit Factor | 1.4573 | 1.3272 | 2.0119 | 1.2651 | 1.2395 | 1.3592 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 59.0476 | 57.6923 | 60.3774 | 59.0476 | 57.6923 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.0107 | 0.9733 | 1.3203 | 0.8774 | 0.909 | 0.892 |
Largest Winning Trade | 20928 | 20928 | 12999 | 43954 | 43954 | 11935 |
Largest Losing Trade | -20549 | -20549 | -5184 | -39347 | -39347 | -14153 |
Avg Bars in Trades | 229 | 430 | 32 | 229 | 430 | 32 |
Avg Bars in Winners | 167 | 311 | 31 | 167 | 311 | 31 |
Avg Bars in Losers | 320 | 592 | 34 | 320 | 592 | 34 |
Bars Traded | 24119 | 22390 | 1729 | 24119 | 22390 | 1729 |
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 | 366125 | -175079 | -172337 | 230767 | -174811 | -249828 |
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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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