Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91169.7048 | 51798.0996 | 39371.6052 | 85812.6253 | 68899.2756 | 16913.3497 |
Total P&L (%) | 91.1697 | 51.7981 | 39.3716 | 85.8126 | 68.8993 | 16.9134 |
Avg Daily Profit (%) | 0.3501 | 0.1989 | 0.1512 | 0.2382 | 0.2015 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47547 | -33011 | -47267 | -133071 | -62354 | -133740 |
Profit Factor | 1.4517 | 1.4825 | 1.4166 | 1.205 | 1.3504 | 1.0762 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 62.7273 | 60 | 65.4545 | 62.7273 | 60 | 65.4545 |
Ratio Avg Win / Avg Loss | 0.8626 | 0.9884 | 0.7476 | 0.716 | 0.9003 | 0.568 |
Largest Winning Trade | 37700 | 37700 | 11014 | 48899 | 48899 | 19672 |
Largest Losing Trade | -37585 | -16782 | -37585 | -112259 | -22933 | -112259 |
Avg Bars in Trades | 223 | 234 | 212 | 223 | 234 | 212 |
Avg Bars in Winners | 204 | 235 | 176 | 204 | 235 | 176 |
Avg Bars in Losers | 255 | 232 | 282 | 255 | 232 | 282 |
Bars Traded | 24595 | 12886 | 11709 | 24595 | 12886 | 11709 |
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 | 316604 | -174223 | -175392 | 227902 | -173868 | -439590 |
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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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