Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65016.9904 | 41456.2439 | 23560.7465 | 76674.0985 | 46306.2622 | 30367.8363 |
Total P&L (%) | 65.017 | 41.4562 | 23.5607 | 76.6741 | 46.3063 | 30.3678 |
Avg Daily Profit (%) | 0.749 | 0.4776 | 0.2714 | 0.6578 | 0.4393 | 0.306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24286 | -12916 | -16101 | -43560 | -23221 | -27611 |
Profit Factor | 1.6078 | 1.7358 | 1.4653 | 1.4258 | 1.4899 | 1.3551 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 46.3918 | 47.9167 | 44.898 | 46.3918 | 47.9167 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8579 | 1.8868 | 1.7983 | 1.6476 | 1.6194 | 1.663 |
Largest Winning Trade | 20866 | 20866 | 11038 | 24714 | 24714 | 18045 |
Largest Losing Trade | -8275 | -4707 | -8275 | -14994 | -8442 | -14994 |
Avg Bars in Trades | 254 | 283 | 226 | 254 | 283 | 226 |
Avg Bars in Winners | 393 | 444 | 340 | 393 | 444 | 340 |
Avg Bars in Losers | 134 | 136 | 132 | 134 | 136 | 132 |
Bars Traded | 24702 | 13626 | 11076 | 24702 | 13626 | 11076 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429578 | 316822 | 75132 | 374623 | 276910 | 113229 |
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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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