Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133191.6452 | 77770.444 | 55421.2012 | 190687.6467 | 137998.7839 | 52688.8627 |
Total P&L (%) | 133.1916 | 77.7704 | 55.4212 | 190.6876 | 137.9988 | 52.6889 |
Avg Daily Profit (%) | 0.5993 | 0.3499 | 0.2494 | 0.4813 | 0.3909 | 0.1906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33088 | -21881 | -24685 | -120544 | -84341 | -90318 |
Profit Factor | 1.666 | 1.8898 | 1.4923 | 1.3166 | 1.5182 | 1.1568 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 1.8247 | 2.2678 | 1.4923 | 1.442 | 1.8218 | 1.1568 |
Largest Winning Trade | 36680 | 36680 | 21064 | 56556 | 56556 | 44905 |
Largest Losing Trade | -11346 | -10855 | -11346 | -44640 | -44640 | -40299 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 76 | 80 | 73 | 76 | 80 | 73 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 5231 | 2686 | 2545 | 5231 | 2686 | 2545 |
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 | 432863 | 333509 | 247388 | 289615 | 307979 | -43101 |
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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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