Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91955.4407 | 26175.0415 | 65780.3992 | 113496.4484 | 40034.2922 | 73462.1562 |
Total P&L (%) | 91.9554 | 26.175 | 65.7804 | 113.4964 | 40.0343 | 73.4622 |
Avg Daily Profit (%) | 0.3531 | 0.1005 | 0.2526 | 0.2917 | 0.1294 | 0.2117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24564 | -9068 | -25731 | -57508 | -15937 | -58980 |
Profit Factor | 1.647 | 1.5304 | 1.709 | 1.4056 | 1.4368 | 1.3904 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.6129 | 48.9362 | 54.3478 | 51.6129 | 48.9362 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.544 | 1.597 | 1.4355 | 1.3177 | 1.4993 | 1.1679 |
Largest Winning Trade | 19860 | 10107 | 19860 | 22203 | 19189 | 22203 |
Largest Losing Trade | -19059 | -6940 | -19059 | -43386 | -15923 | -43386 |
Avg Bars in Trades | 261 | 265 | 257 | 261 | 265 | 257 |
Avg Bars in Winners | 221 | 214 | 227 | 221 | 214 | 227 |
Avg Bars in Losers | 305 | 315 | 293 | 305 | 315 | 293 |
Bars Traded | 24352 | 12501 | 11851 | 24352 | 12501 | 11851 |
Profit Streak | 0 | 0 | 17.89 | 0 | 0 | 17.89 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399968 | -61367 | 350059 | 295028 | -23325 | 293921 |
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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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