Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101065.1022 | 56937.0069 | 44128.0954 | 131715.1456 | 62042.7874 | 69672.3582 |
Total P&L (%) | 101.0651 | 56.937 | 44.1281 | 131.7151 | 62.0428 | 69.6724 |
Avg Daily Profit (%) | 1.1642 | 0.6559 | 0.5083 | 0.9727 | 0.5576 | 0.6109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34401 | -22040 | -35736 | -70134 | -58084 | -64246 |
Profit Factor | 1.8875 | 1.9402 | 1.8277 | 1.5593 | 1.4804 | 1.6552 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 66.3366 | 60.7843 | 72 | 66.3366 | 60.7843 | 72 |
Ratio Avg Win / Avg Loss | 0.9578 | 1.2517 | 0.7108 | 0.7913 | 0.9551 | 0.6437 |
Largest Winning Trade | 15615 | 15615 | 12071 | 23130 | 23130 | 22025 |
Largest Losing Trade | -34401 | -12173 | -34401 | -62409 | -31816 | -62409 |
Avg Bars in Trades | 235 | 250 | 220 | 235 | 250 | 220 |
Avg Bars in Winners | 173 | 172 | 173 | 173 | 172 | 173 |
Avg Bars in Losers | 359 | 372 | 341 | 359 | 372 | 341 |
Bars Traded | 23819 | 12786 | 11033 | 23819 | 12786 | 11033 |
Profit Streak | 0 | 0 | 3.5595 | 0 | 0 | 3.5595 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525187 | -167383 | -170685 | 490283 | -170937 | -168308 |
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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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