Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110159.7443 | 49499.0081 | 60660.7361 | 137152.5528 | 79824.9935 | 57327.5593 |
Total P&L (%) | 110.1597 | 49.499 | 60.6607 | 137.1526 | 79.825 | 57.3276 |
Avg Daily Profit (%) | 0.423 | 0.1901 | 0.2329 | 0.3321 | 0.2256 | 0.1742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34031 | -19895 | -37046 | -76373 | -40773 | -88909 |
Profit Factor | 1.6824 | 1.9698 | 1.5495 | 1.4342 | 1.7832 | 1.268 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 45.5696 | 53.8462 | 37.5 | 45.5696 | 53.8462 | 37.5 |
Ratio Avg Win / Avg Loss | 2.0096 | 1.6884 | 2.5826 | 1.7131 | 1.5285 | 2.1133 |
Largest Winning Trade | 32987 | 24454 | 32987 | 48473 | 48473 | 39768 |
Largest Losing Trade | -10244 | -6411 | -10244 | -25273 | -13862 | -25273 |
Avg Bars in Trades | 311 | 90 | 526 | 311 | 90 | 526 |
Avg Bars in Winners | 522 | 133 | 1067 | 522 | 133 | 1067 |
Avg Bars in Losers | 134 | 41 | 202 | 134 | 41 | 202 |
Bars Traded | 24596 | 3538 | 21058 | 24596 | 3538 | 21058 |
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 | -21681 | 324862 | 135771 | -23630 | 372431 | 47743 |
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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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