Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65237.5476 | 47742.1002 | 17495.4475 | 77503.4049 | 53297.5137 | 24205.8912 |
Total P&L (%) | 65.2375 | 47.7421 | 17.4954 | 77.5034 | 53.2975 | 24.2059 |
Avg Daily Profit (%) | 0.7515 | 0.55 | 0.2015 | 0.6632 | 0.4933 | 0.25 |
Buy And Hold Return (%) | 22.6256 | 22.6256 | 22.6256 | 22.6256 | 22.6256 | 22.6256 |
Max Trade Drawdown | -16993 | -9603 | -16059 | -28154 | -13586 | -26641 |
Profit Factor | 1.651 | 1.9037 | 1.3692 | 1.5057 | 1.6535 | 1.3376 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 46.0177 | 46.4286 | 45.614 | 46.0177 | 46.4286 | 45.614 |
Ratio Avg Win / Avg Loss | 1.9367 | 2.1966 | 1.6325 | 1.7663 | 1.9079 | 1.5948 |
Largest Winning Trade | 19515 | 19515 | 9324 | 21413 | 21413 | 12714 |
Largest Losing Trade | -6568 | -6568 | -4511 | -11439 | -11439 | -6386 |
Avg Bars in Trades | 216 | 237 | 196 | 216 | 237 | 196 |
Avg Bars in Winners | 311 | 354 | 269 | 311 | 354 | 269 |
Avg Bars in Losers | 135 | 135 | 135 | 135 | 135 | 135 |
Bars Traded | 24492 | 13284 | 11208 | 24492 | 13284 | 11208 |
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 | 325854 | -175319 | -339955 | 291743 | -174649 | -318282 |
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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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