Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75773.3644 | 32467.5083 | 43305.8561 | 82159.016 | 61250.0176 | 20908.9985 |
Total P&L (%) | 75.7734 | 32.4675 | 43.3059 | 82.159 | 61.25 | 20.909 |
Avg Daily Profit (%) | 0.291 | 0.1247 | 0.1663 | 0.2306 | 0.1836 | 0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41811 | -12511 | -47954 | -107511 | -28679 | -117950 |
Profit Factor | 1.4293 | 1.4979 | 1.3891 | 1.2053 | 1.4434 | 1.0798 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 48.5714 | 50.9434 | 46.1538 | 48.5714 | 50.9434 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5133 | 1.4424 | 1.6206 | 1.2762 | 1.3899 | 1.2598 |
Largest Winning Trade | 19335 | 10131 | 19335 | 40127 | 22984 | 40127 |
Largest Losing Trade | -13285 | -7018 | -13285 | -33652 | -16873 | -33652 |
Avg Bars in Trades | 233 | 70 | 399 | 233 | 70 | 399 |
Avg Bars in Winners | 277 | 83 | 496 | 277 | 83 | 496 |
Avg Bars in Losers | 191 | 57 | 315 | 191 | 57 | 315 |
Bars Traded | 24492 | 3739 | 20752 | 24492 | 3739 | 20752 |
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 | 313622 | -209501 | -175802 | 205761 | -173470 | -417544 |
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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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