Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107030.9655 | 65753.2742 | 41277.6913 | 106865.4187 | 73289.0548 | 33576.3639 |
Total P&L (%) | 107.031 | 65.7533 | 41.2777 | 106.8654 | 73.2891 | 33.5764 |
Avg Daily Profit (%) | 0.411 | 0.2525 | 0.1585 | 0.2795 | 0.2113 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29875 | -29343 | -12398 | -32547 | -28715 | -22093 |
Profit Factor | 1.6757 | 1.7592 | 1.5751 | 1.5286 | 1.6918 | 1.3489 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 42.8571 | 36.7347 | 48.9796 | 42.8571 | 36.7347 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.2343 | 3.0297 | 1.6407 | 2.0381 | 2.9137 | 1.4051 |
Largest Winning Trade | 83814 | 83814 | 16776 | 98215 | 98215 | 19230 |
Largest Losing Trade | -12374 | -7986 | -12374 | -13734 | -13734 | -12905 |
Avg Bars in Trades | 249 | 202 | 296 | 249 | 202 | 296 |
Avg Bars in Winners | 388 | 324 | 435 | 388 | 324 | 435 |
Avg Bars in Losers | 145 | 131 | 163 | 145 | 131 | 163 |
Bars Traded | 24462 | 9911 | 14551 | 24462 | 9911 | 14551 |
Profit Streak | 0 | 11.4291 | 0 | 0 | 11.4291 | 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 | 312719 | 207162 | 228153 | 251288 | 200014 | -48606 |
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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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