Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55517.0266 | 34135.1612 | 21381.8655 | 33026.0234 | 30173.6522 | 2852.3712 |
Total P&L (%) | 55.517 | 34.1352 | 21.3819 | 33.026 | 30.1737 | 2.8524 |
Avg Daily Profit (%) | 0.3997 | 0.2457 | 0.1539 | 0.2057 | 0.19 | 0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49391 | -26073 | -54334 | -57399 | -22240 | -60887 |
Profit Factor | 1.3009 | 1.4302 | 1.2034 | 1.1711 | 1.3811 | 1.025 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 71.4286 | 66.0377 | 76.9231 | 71.4286 | 66.0377 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.5204 | 0.7355 | 0.361 | 0.4684 | 0.7103 | 0.3075 |
Largest Winning Trade | 9033 | 7708 | 9033 | 8240 | 7661 | 8240 |
Largest Losing Trade | -41157 | -14785 | -41157 | -44689 | -14978 | -44689 |
Avg Bars in Trades | 125 | 119 | 131 | 125 | 119 | 131 |
Avg Bars in Winners | 90 | 80 | 99 | 90 | 80 | 99 |
Avg Bars in Losers | 211 | 195 | 235 | 211 | 195 | 235 |
Bars Traded | 13165 | 6345 | 6820 | 13165 | 6345 | 6820 |
Profit Streak | 0 | 0 | 132.4348 | 0 | 0 | 132.4348 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300184 | -175276 | -177909 | -27627 | -176404 | -703220 |
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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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