Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101154.9287 | 35445.2273 | 65709.7014 | 117625.2497 | 53961.2516 | 63663.9981 |
Total P&L (%) | 101.1549 | 35.4452 | 65.7097 | 117.6253 | 53.9613 | 63.664 |
Avg Daily Profit (%) | 0.3884 | 0.1361 | 0.2523 | 0.299 | 0.1658 | 0.1894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43114 | -8045 | -43640 | -103765 | -18088 | -105755 |
Profit Factor | 1.7005 | 2.021 | 1.5991 | 1.3579 | 1.7073 | 1.2523 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 55.0562 | 62.2222 | 47.7273 | 55.0562 | 62.2222 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.3882 | 1.227 | 1.7514 | 1.1085 | 1.0366 | 1.3716 |
Largest Winning Trade | 40949 | 11999 | 40949 | 44684 | 20406 | 44684 |
Largest Losing Trade | -23810 | -4631 | -23810 | -53147 | -9017 | -53147 |
Avg Bars in Trades | 265 | 28 | 507 | 265 | 28 | 507 |
Avg Bars in Winners | 318 | 28 | 705 | 318 | 28 | 705 |
Avg Bars in Losers | 200 | 29 | 326 | 200 | 29 | 326 |
Bars Traded | 23619 | 1293 | 22327 | 23619 | 1293 | 22327 |
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 | 390250 | -10416 | 309030 | 302504 | 321001 | 168446 |
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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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