Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84530.7778 | 9067.5271 | 75463.2508 | 106901.5804 | 12455.0788 | 94446.5016 |
Total P&L (%) | 84.5308 | 9.0675 | 75.4633 | 106.9016 | 12.4551 | 94.4465 |
Avg Daily Profit (%) | 0.3246 | 0.0348 | 0.2898 | 0.2796 | 0.0451 | 0.2557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29718 | -9887 | -24616 | -65351 | -19189 | -56218 |
Profit Factor | 1.7213 | 1.2123 | 2.0133 | 1.4386 | 1.1554 | 1.5775 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 54.4304 | 45 | 64.1026 | 54.4304 | 45 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.4411 | 1.4817 | 1.1274 | 1.2044 | 1.4121 | 0.8834 |
Largest Winning Trade | 13915 | 5722 | 13915 | 23034 | 10066 | 23034 |
Largest Losing Trade | -16454 | -6002 | -16454 | -38342 | -9164 | -38342 |
Avg Bars in Trades | 299 | 60 | 544 | 299 | 60 | 544 |
Avg Bars in Winners | 291 | 71 | 448 | 291 | 71 | 448 |
Avg Bars in Losers | 309 | 51 | 715 | 309 | 51 | 715 |
Bars Traded | 23660 | 2427 | 21233 | 23660 | 2427 | 21233 |
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 | -21261 | -315922 | 416026 | -22866 | -275044 | 311870 |
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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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