Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65850.6254 | 39923.2478 | 25927.3777 | 47799.2325 | 44259.1189 | 3540.1135 |
Total P&L (%) | 65.8506 | 39.9232 | 25.9274 | 47.7992 | 44.2591 | 3.5401 |
Avg Daily Profit (%) | 0.4741 | 0.2874 | 0.1866 | 0.2816 | 0.2641 | 0.025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51771 | -22694 | -49714 | -63642 | -19750 | -70875 |
Profit Factor | 1.374 | 1.5976 | 1.2373 | 1.2352 | 1.6271 | 1.0267 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 74.5283 | 67.9245 | 81.1321 | 74.5283 | 67.9245 | 81.1321 |
Ratio Avg Win / Avg Loss | 0.4696 | 0.7544 | 0.2877 | 0.4222 | 0.7683 | 0.2388 |
Largest Winning Trade | 10940 | 8311 | 10940 | 11157 | 8143 | 11157 |
Largest Losing Trade | -38709 | -13206 | -38709 | -47431 | -15085 | -47431 |
Avg Bars in Trades | 122 | 119 | 126 | 122 | 119 | 126 |
Avg Bars in Winners | 91 | 82 | 98 | 91 | 82 | 98 |
Avg Bars in Losers | 214 | 196 | 243 | 214 | 196 | 243 |
Bars Traded | 12996 | 6307 | 6689 | 12996 | 6307 | 6689 |
Profit Streak | 0 | 0 | 137.9822 | 0 | 0 | 137.9822 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378510 | -173138 | -174322 | 243697 | -172884 | -694409 |
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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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