Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96316.7191 | 44903.4229 | 51413.2962 | 109835.0695 | 79074.8331 | 30760.2364 |
Total P&L (%) | 96.3167 | 44.9034 | 51.4133 | 109.8351 | 79.0748 | 30.7602 |
Avg Daily Profit (%) | 0.3699 | 0.1724 | 0.1974 | 0.285 | 0.224 | 0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38867 | -19155 | -32499 | -68610 | -29630 | -67494 |
Profit Factor | 1.6787 | 1.7791 | 1.61 | 1.4457 | 1.9705 | 1.1865 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 70.4225 | 66.6667 | 74.2857 | 70.4225 | 66.6667 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.7051 | 0.8896 | 0.5573 | 0.6072 | 0.9852 | 0.4107 |
Largest Winning Trade | 18111 | 8972 | 18111 | 24637 | 18335 | 24637 |
Largest Losing Trade | -32499 | -16502 | -32499 | -67494 | -21950 | -67494 |
Avg Bars in Trades | 341 | 346 | 335 | 341 | 346 | 335 |
Avg Bars in Winners | 227 | 235 | 219 | 227 | 235 | 219 |
Avg Bars in Losers | 612 | 569 | 669 | 612 | 569 | 669 |
Bars Traded | 24227 | 12489 | 11738 | 24227 | 12489 | 11738 |
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 | -80272 | 250493 | 301420 | -82092 | 343956 | -73789 |
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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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