Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64847.7879 | 42658.8035 | 22188.9843 | 66159.9844 | 45451.9757 | 20708.0087 |
Total P&L (%) | 64.8478 | 42.6588 | 22.189 | 66.16 | 45.452 | 20.708 |
Avg Daily Profit (%) | 0.747 | 0.4914 | 0.2556 | 0.5866 | 0.4325 | 0.217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38999 | -16488 | -38176 | -64509 | -29286 | -63145 |
Profit Factor | 1.4729 | 1.7048 | 1.2897 | 1.2806 | 1.431 | 1.1589 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 71.1712 | 71.4286 | 70.9091 | 71.1712 | 71.4286 | 70.9091 |
Ratio Avg Win / Avg Loss | 0.5966 | 0.6819 | 0.5291 | 0.5187 | 0.5724 | 0.4754 |
Largest Winning Trade | 9254 | 8125 | 9254 | 11821 | 9837 | 11821 |
Largest Losing Trade | -33809 | -11922 | -33809 | -55577 | -21038 | -55577 |
Avg Bars in Trades | 220 | 224 | 215 | 220 | 224 | 215 |
Avg Bars in Winners | 134 | 144 | 123 | 134 | 144 | 123 |
Avg Bars in Losers | 432 | 423 | 440 | 432 | 423 | 440 |
Bars Traded | 24431 | 12556 | 11875 | 24431 | 12556 | 11875 |
Profit Streak | 0 | 0 | 2.6591 | 0 | 0 | 2.6591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460703 | -170645 | -179738 | 372200 | -172135 | -226814 |
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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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