Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124616.5662 | 57318.4297 | 67298.1364 | 163821.1653 | 67954.1774 | 95866.9879 |
Total P&L (%) | 124.6166 | 57.3184 | 67.2981 | 163.8212 | 67.9542 | 95.867 |
Avg Daily Profit (%) | 0.4785 | 0.2201 | 0.2584 | 0.3732 | 0.1993 | 0.2585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30123 | -47625 | -22982 | -69018 | -72502 | -49333 |
Profit Factor | 1.6261 | 1.4298 | 2.0249 | 1.406 | 1.2516 | 1.7187 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 41.0526 | 34.0426 | 47.9167 | 41.0526 | 34.0426 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.3349 | 2.7702 | 2.201 | 2.0189 | 2.425 | 1.8681 |
Largest Winning Trade | 32947 | 32947 | 15697 | 63275 | 63275 | 27847 |
Largest Losing Trade | -12297 | -12297 | -6974 | -20811 | -20811 | -15234 |
Avg Bars in Trades | 249 | 339 | 161 | 249 | 339 | 161 |
Avg Bars in Winners | 348 | 519 | 228 | 348 | 519 | 228 |
Avg Bars in Losers | 181 | 246 | 100 | 181 | 246 | 100 |
Bars Traded | 23723 | 15959 | 7764 | 23723 | 15959 | 7764 |
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 | 304504 | 50950 | 348179 | 227617 | 30889 | 333404 |
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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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