Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66885.8737 | 39915.4238 | 26970.4499 | 53174.2027 | 47162.3843 | 6011.8184 |
Total P&L (%) | 66.8859 | 39.9154 | 26.9705 | 53.1742 | 47.1624 | 6.0118 |
Avg Daily Profit (%) | 0.4815 | 0.2873 | 0.1942 | 0.3074 | 0.2785 | 0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42900 | -25299 | -44884 | -53276 | -21323 | -65862 |
Profit Factor | 1.4117 | 1.6495 | 1.2671 | 1.2907 | 1.7735 | 1.0493 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 75 | 69.2308 | 80.7692 | 75 | 69.2308 | 80.7692 |
Ratio Avg Win / Avg Loss | 0.4706 | 0.7331 | 0.3017 | 0.4302 | 0.7882 | 0.2498 |
Largest Winning Trade | 8510 | 7088 | 8510 | 9396 | 7189 | 9396 |
Largest Losing Trade | -37954 | -14111 | -37954 | -48381 | -13609 | -48381 |
Avg Bars in Trades | 124 | 121 | 127 | 124 | 121 | 127 |
Avg Bars in Winners | 90 | 85 | 93 | 90 | 85 | 93 |
Avg Bars in Losers | 228 | 201 | 272 | 228 | 201 | 272 |
Bars Traded | 12971 | 6316 | 6655 | 12971 | 6316 | 6655 |
Profit Streak | 0 | 0 | 151.8129 | 0 | 0 | 151.8129 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393609 | -172859 | -174023 | 280502 | -172051 | -646939 |
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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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