Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54732.3322 | 36315.4834 | 18416.8488 | 60429.9358 | 39471.7565 | 20958.1793 |
Total P&L (%) | 54.7323 | 36.3155 | 18.4168 | 60.4299 | 39.4718 | 20.9582 |
Avg Daily Profit (%) | 0.6305 | 0.4183 | 0.2122 | 0.546 | 0.384 | 0.2194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16653 | -11607 | -9709 | -27842 | -19008 | -16325 |
Profit Factor | 1.5304 | 1.7081 | 1.3548 | 1.3702 | 1.487 | 1.2549 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 44.7619 | 48.0769 | 41.5094 | 44.7619 | 48.0769 | 41.5094 |
Ratio Avg Win / Avg Loss | 1.8886 | 1.8447 | 1.9091 | 1.6908 | 1.606 | 1.7683 |
Largest Winning Trade | 22687 | 22687 | 11502 | 23410 | 23410 | 15984 |
Largest Losing Trade | -6266 | -6266 | -5087 | -10486 | -10486 | -8969 |
Avg Bars in Trades | 235 | 275 | 195 | 235 | 275 | 195 |
Avg Bars in Winners | 372 | 401 | 339 | 372 | 401 | 339 |
Avg Bars in Losers | 124 | 159 | 93 | 124 | 159 | 93 |
Bars Traded | 24723 | 14345 | 10377 | 24723 | 14345 | 10377 |
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 | 330518 | -172575 | -183993 | 282947 | -173487 | -182847 |
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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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