Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110433.0983 | 40544.5757 | 69888.5226 | 147055.2438 | 49899.8573 | 97155.3865 |
Total P&L (%) | 110.4331 | 40.5446 | 69.8885 | 147.0552 | 49.8999 | 97.1554 |
Avg Daily Profit (%) | 0.4241 | 0.1557 | 0.2684 | 0.3479 | 0.1556 | 0.261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26857 | -19699 | -18777 | -67860 | -51106 | -45060 |
Profit Factor | 1.7965 | 1.4649 | 2.3591 | 1.5265 | 1.291 | 1.9011 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.9459 | 40.5405 | 51.3514 | 45.9459 | 40.5405 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.1136 | 2.1485 | 2.2349 | 1.7959 | 1.8935 | 1.8011 |
Largest Winning Trade | 30186 | 30186 | 20874 | 54862 | 54862 | 24789 |
Largest Losing Trade | -10176 | -10176 | -6631 | -22517 | -22517 | -12836 |
Avg Bars in Trades | 333 | 384 | 282 | 333 | 384 | 282 |
Avg Bars in Winners | 373 | 406 | 348 | 373 | 406 | 348 |
Avg Bars in Losers | 298 | 369 | 212 | 298 | 369 | 212 |
Bars Traded | 24654 | 14208 | 10446 | 24654 | 14208 | 10446 |
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 | -58806 | 79280 | 413145 | -60285 | 70928 | 379331 |
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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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