Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62199.0813 | 36672.6697 | 25526.4116 | 44426.4835 | 35686.3099 | 8740.1735 |
Total P&L (%) | 62.1991 | 36.6727 | 25.5264 | 44.4265 | 35.6863 | 8.7402 |
Avg Daily Profit (%) | 0.4478 | 0.264 | 0.1838 | 0.265 | 0.2199 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41168 | -31205 | -44537 | -43133 | -28183 | -49639 |
Profit Factor | 1.3427 | 1.5193 | 1.2302 | 1.2373 | 1.5432 | 1.0719 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 69.0909 | 67.2727 | 70.9091 | 69.0909 | 67.2727 | 70.9091 |
Ratio Avg Win / Avg Loss | 0.6007 | 0.7391 | 0.5047 | 0.5535 | 0.7508 | 0.4398 |
Largest Winning Trade | 12349 | 11594 | 12349 | 12072 | 9902 | 12072 |
Largest Losing Trade | -34866 | -21871 | -34866 | -36280 | -20000 | -36280 |
Avg Bars in Trades | 117 | 115 | 120 | 117 | 115 | 120 |
Avg Bars in Winners | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Losers | 174 | 157 | 193 | 174 | 157 | 193 |
Bars Traded | 12960 | 6325 | 6635 | 12960 | 6325 | 6635 |
Profit Streak | 0 | 0 | 139.6722 | 0 | 0 | 139.6722 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329779 | -174190 | -176200 | 203236 | -174508 | -599371 |
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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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