Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130910.646 | 65220.6187 | 65690.0273 | 191141.7482 | 159335.2954 | 31806.4527 |
Total P&L (%) | 130.9106 | 65.2206 | 65.69 | 191.1417 | 159.3353 | 31.8065 |
Avg Daily Profit (%) | 0.5027 | 0.2504 | 0.2522 | 0.4112 | 0.3666 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35201 | -13738 | -30050 | -109047 | -20898 | -113752 |
Profit Factor | 1.7893 | 2.163 | 1.5984 | 1.5022 | 2.6322 | 1.1124 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.6471 | 54.7619 | 60.4651 | 57.6471 | 54.7619 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.3146 | 1.7868 | 1.0451 | 1.1036 | 2.1744 | 0.7273 |
Largest Winning Trade | 26460 | 15558 | 26460 | 44344 | 44344 | 28348 |
Largest Losing Trade | -23181 | -7334 | -23181 | -81461 | -18971 | -81461 |
Avg Bars in Trades | 289 | 305 | 274 | 289 | 305 | 274 |
Avg Bars in Winners | 276 | 307 | 249 | 276 | 307 | 249 |
Avg Bars in Losers | 308 | 304 | 313 | 308 | 304 | 313 |
Bars Traded | 24646 | 12845 | 11800 | 24646 | 12845 | 11800 |
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 | 443291 | 400085 | 349195 | 380458 | 479888 | -152850 |
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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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