Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77334.6409 | 53116.6523 | 24217.9885 | 81923.7524 | 51320.258 | 30603.4944 |
Total P&L (%) | 77.3346 | 53.1167 | 24.218 | 81.9238 | 51.3203 | 30.6035 |
Avg Daily Profit (%) | 0.297 | 0.204 | 0.093 | 0.2301 | 0.1592 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26598 | -35738 | -13128 | -38306 | -50721 | -19359 |
Profit Factor | 1.4507 | 1.4669 | 1.4188 | 1.3808 | 1.3517 | 1.4422 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 70.7965 | 64.2857 | 77.193 | 70.7965 | 64.2857 | 77.193 |
Ratio Avg Win / Avg Loss | 0.5984 | 0.8149 | 0.4192 | 0.5696 | 0.7509 | 0.4261 |
Largest Winning Trade | 15694 | 15694 | 5627 | 19927 | 19927 | 7321 |
Largest Losing Trade | -24104 | -16599 | -24104 | -24525 | -24525 | -24104 |
Avg Bars in Trades | 210 | 322 | 99 | 210 | 322 | 99 |
Avg Bars in Winners | 132 | 210 | 69 | 132 | 210 | 69 |
Avg Bars in Losers | 397 | 525 | 201 | 397 | 525 | 201 |
Bars Traded | 23749 | 18086 | 5663 | 23749 | 18086 | 5663 |
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 | 347981 | -173632 | -251670 | 312015 | -174839 | -237733 |
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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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