Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106162.9993 | 62144.3297 | 44018.6696 | 119693.0769 | 80164.4736 | 39528.6033 |
Total P&L (%) | 106.163 | 62.1443 | 44.0187 | 119.6931 | 80.1645 | 39.5286 |
Avg Daily Profit (%) | 0.7643 | 0.4474 | 0.3169 | 0.5682 | 0.4247 | 0.2401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40117 | -37696 | -31003 | -45370 | -31769 | -47721 |
Profit Factor | 1.4893 | 1.6335 | 1.3703 | 1.4999 | 1.8649 | 1.2694 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 62.5954 | 62.1212 | 63.0769 | 62.5954 | 62.1212 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.8899 | 0.9961 | 0.8021 | 0.8963 | 1.1371 | 0.743 |
Largest Winning Trade | 19691 | 19691 | 14534 | 23547 | 23547 | 17960 |
Largest Losing Trade | -28457 | -20764 | -28457 | -34749 | -17470 | -34749 |
Avg Bars in Trades | 97 | 97 | 98 | 97 | 97 | 98 |
Avg Bars in Winners | 82 | 78 | 86 | 82 | 78 | 86 |
Avg Bars in Losers | 123 | 128 | 117 | 123 | 128 | 117 |
Bars Traded | 12820 | 6441 | 6379 | 12820 | 6441 | 6379 |
Profit Streak | 0 | 0 | 133.0967 | 0 | 0 | 133.0967 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439792 | -114863 | -124813 | 381802 | -112420 | -126485 |
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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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