Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74703.9663 | 26618.0889 | 48085.8774 | 66711.6791 | 52485.0277 | 14226.6514 |
Total P&L (%) | 74.704 | 26.6181 | 48.0859 | 66.7117 | 52.485 | 14.2267 |
Avg Daily Profit (%) | 0.2869 | 0.1022 | 0.1846 | 0.1965 | 0.1621 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49540 | -19167 | -41926 | -94991 | -21934 | -90123 |
Profit Factor | 1.393 | 1.4745 | 1.3589 | 1.2022 | 1.6656 | 1.0567 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 54.8673 | 52.6316 | 57.1429 | 54.8673 | 52.6316 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1459 | 1.3271 | 1.0192 | 0.9889 | 1.4991 | 0.7925 |
Largest Winning Trade | 14724 | 11391 | 14724 | 25894 | 20439 | 25894 |
Largest Losing Trade | -28451 | -10596 | -28451 | -65588 | -12589 | -65588 |
Avg Bars in Trades | 204 | 69 | 341 | 204 | 69 | 341 |
Avg Bars in Winners | 187 | 65 | 302 | 187 | 65 | 302 |
Avg Bars in Losers | 225 | 74 | 394 | 225 | 74 | 394 |
Bars Traded | 23129 | 3982 | 19147 | 23129 | 3982 | 19147 |
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 | 307852 | -239894 | -174094 | 170167 | -172936 | -499346 |
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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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