Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131279.6588 | 84811.5386 | 46468.1202 | 205189.9867 | 162799.8024 | 42390.1844 |
Total P&L (%) | 131.2797 | 84.8115 | 46.4681 | 205.19 | 162.7998 | 42.3902 |
Avg Daily Profit (%) | 0.5041 | 0.3257 | 0.1784 | 0.4294 | 0.3717 | 0.1358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34011 | -43596 | -15132 | -39694 | -50829 | -40274 |
Profit Factor | 1.8562 | 2.0501 | 1.6403 | 1.8122 | 2.3809 | 1.3146 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 54.7368 | 59.5745 | 50 | 54.7368 | 59.5745 | 50 |
Ratio Avg Win / Avg Loss | 1.5349 | 1.3912 | 1.6403 | 1.4986 | 1.6156 | 1.3146 |
Largest Winning Trade | 28523 | 28523 | 14373 | 40042 | 40042 | 19155 |
Largest Losing Trade | -13411 | -13411 | -9773 | -28138 | -16554 | -28138 |
Avg Bars in Trades | 258 | 400 | 120 | 258 | 400 | 120 |
Avg Bars in Winners | 343 | 496 | 163 | 343 | 496 | 163 |
Avg Bars in Losers | 156 | 257 | 77 | 156 | 257 | 77 |
Bars Traded | 24593 | 18812 | 5782 | 24593 | 18812 | 5782 |
Profit Streak | 0 | 17.2945 | 0 | 0 | 17.2945 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475729 | 449106 | 273196 | 409680 | 526250 | -14888 |
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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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