Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53546.241 | 32578.1068 | 20968.1342 | 35378.0668 | 37915.7767 | -2537.7099 |
Total P&L (%) | 53.5462 | 32.5781 | 20.9681 | 35.3781 | 37.9158 | -2.5377 |
Avg Daily Profit (%) | 0.3855 | 0.2345 | 0.1509 | 0.2183 | 0.2317 | -0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44868 | -20544 | -48261 | -63034 | -20070 | -78522 |
Profit Factor | 1.314 | 1.4856 | 1.2027 | 1.1643 | 1.4887 | 0.9816 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 73.6842 | 68.4211 | 78.9474 | 73.6842 | 68.4211 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.4693 | 0.6856 | 0.3207 | 0.4158 | 0.6871 | 0.2618 |
Largest Winning Trade | 9855 | 5544 | 9855 | 9994 | 6706 | 9994 |
Largest Losing Trade | -35818 | -15072 | -35818 | -49552 | -15071 | -49552 |
Avg Bars in Trades | 113 | 110 | 117 | 113 | 110 | 117 |
Avg Bars in Winners | 75 | 68 | 80 | 75 | 68 | 80 |
Avg Bars in Losers | 222 | 199 | 256 | 222 | 199 | 256 |
Bars Traded | 12987 | 6278 | 6709 | 12987 | 6278 | 6709 |
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 | 305342 | -174863 | -179303 | -34422 | -174394 | -758862 |
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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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