Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111145.1041 | 38195.1439 | 72949.9602 | 110019.0187 | 33873.4581 | 76145.5606 |
Total P&L (%) | 111.1451 | 38.1951 | 72.95 | 110.019 | 33.8735 | 76.1456 |
Avg Daily Profit (%) | 0.2134 | 0.0733 | 0.1401 | 0.1426 | 0.056 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76158 | -51388 | -47800 | -56146 | -36069 | -31907 |
Profit Factor | 1.4348 | 1.2675 | 1.6467 | 1.5802 | 1.3146 | 1.9292 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 68.9655 | 63.6364 | 74.4186 | 68.9655 | 63.6364 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.6457 | 0.7243 | 0.5661 | 0.7111 | 0.7512 | 0.6632 |
Largest Winning Trade | 20006 | 20006 | 13205 | 17314 | 12221 | 17314 |
Largest Losing Trade | -27460 | -27460 | -23215 | -19917 | -19917 | -15411 |
Avg Bars in Trades | 280 | 250 | 311 | 280 | 250 | 311 |
Avg Bars in Winners | 181 | 154 | 204 | 181 | 154 | 204 |
Avg Bars in Losers | 501 | 418 | 622 | 501 | 418 | 622 |
Bars Traded | 24411 | 11012 | 13398 | 24411 | 11012 | 13398 |
Profit Streak | 0 | 0 | 46.1978 | 0 | 0 | 46.1978 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337560 | -97933 | -1519 | -181 | -121106 | -42715 |
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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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