Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103223.8079 | 33929.5812 | 69294.2267 | 137559.7915 | 59636.4577 | 77923.3338 |
Total P&L (%) | 103.2238 | 33.9296 | 69.2942 | 137.5598 | 59.6365 | 77.9233 |
Avg Daily Profit (%) | 0.3964 | 0.1303 | 0.2661 | 0.3328 | 0.1798 | 0.2215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34029 | -36732 | -27660 | -55612 | -48862 | -58394 |
Profit Factor | 1.7794 | 1.5031 | 2.0661 | 1.6934 | 1.6435 | 1.737 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 64.3836 | 62.1622 | 66.6667 | 64.3836 | 62.1622 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9843 | 0.9149 | 1.033 | 0.9367 | 1.0004 | 0.8685 |
Largest Winning Trade | 15347 | 11735 | 15347 | 17095 | 17095 | 16875 |
Largest Losing Trade | -24287 | -18502 | -24287 | -51946 | -25681 | -51946 |
Avg Bars in Trades | 323 | 356 | 289 | 323 | 356 | 289 |
Avg Bars in Winners | 249 | 289 | 211 | 249 | 289 | 211 |
Avg Bars in Losers | 456 | 466 | 445 | 456 | 466 | 445 |
Bars Traded | 23605 | 13180 | 10425 | 23605 | 13180 | 10425 |
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 | -65634 | -22006 | 421862 | -66343 | 322019 | 326974 |
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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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