Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111714.7782 | 26963.5909 | 84751.1873 | 144935.1018 | 34096.6821 | 110838.4197 |
Total P&L (%) | 111.7148 | 26.9636 | 84.7512 | 144.9351 | 34.0967 | 110.8384 |
Avg Daily Profit (%) | 0.429 | 0.1035 | 0.3254 | 0.3446 | 0.1127 | 0.2868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35394 | -40045 | -20194 | -51979 | -58282 | -41624 |
Profit Factor | 1.6141 | 1.2869 | 1.964 | 1.4126 | 1.1961 | 1.6246 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.1429 | 54.7619 | 59.5238 | 57.1429 | 54.7619 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.2106 | 1.0631 | 1.3355 | 1.0594 | 0.9881 | 1.1047 |
Largest Winning Trade | 24496 | 15742 | 24496 | 29251 | 22417 | 29251 |
Largest Losing Trade | -15139 | -15139 | -14147 | -35799 | -34727 | -35799 |
Avg Bars in Trades | 292 | 316 | 268 | 292 | 316 | 268 |
Avg Bars in Winners | 229 | 212 | 245 | 229 | 212 | 245 |
Avg Bars in Losers | 376 | 442 | 303 | 376 | 442 | 303 |
Bars Traded | 24584 | 13290 | 11294 | 24584 | 13290 | 11294 |
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 | 405993 | -58866 | 403026 | 337808 | -52430 | 367571 |
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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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