Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119506.7265 | 56574.3509 | 62932.3755 | 153579.6166 | 88563.7103 | 65015.9063 |
Total P&L (%) | 119.5067 | 56.5744 | 62.9324 | 153.5796 | 88.5637 | 65.0159 |
Avg Daily Profit (%) | 0.4589 | 0.2172 | 0.2417 | 0.3579 | 0.2439 | 0.1925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41027 | -53251 | -11850 | -37884 | -45344 | -21985 |
Profit Factor | 1.5704 | 1.4002 | 1.9236 | 1.5091 | 1.4361 | 1.6594 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 45.7944 | 46.2963 | 45.283 | 45.7944 | 46.2963 | 45.283 |
Ratio Avg Win / Avg Loss | 1.8589 | 1.6242 | 2.3243 | 1.7863 | 1.6659 | 2.0051 |
Largest Winning Trade | 35657 | 35657 | 17799 | 48682 | 48682 | 24005 |
Largest Losing Trade | -11023 | -11023 | -7098 | -31417 | -31417 | -10001 |
Avg Bars in Trades | 229 | 346 | 110 | 229 | 346 | 110 |
Avg Bars in Winners | 257 | 365 | 143 | 257 | 365 | 143 |
Avg Bars in Losers | 206 | 330 | 82 | 206 | 330 | 82 |
Bars Traded | 24572 | 18724 | 5848 | 24572 | 18724 | 5848 |
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 | 357662 | -174210 | -172126 | 313105 | -172868 | -172917 |
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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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