Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82125.8739 | 41511.2137 | 40614.6601 | 98316.8528 | 53436.2646 | 44880.5882 |
Total P&L (%) | 82.1259 | 41.5112 | 40.6147 | 98.3169 | 53.4363 | 44.8806 |
Avg Daily Profit (%) | 0.1789 | 0.0904 | 0.0885 | 0.1493 | 0.0933 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45557 | -18957 | -30361 | -60171 | -23584 | -40396 |
Profit Factor | 1.7622 | 1.9555 | 1.6316 | 1.774 | 2.0656 | 1.5838 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 59.2593 | 57.4074 | 61.1111 | 59.2593 | 57.4074 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.2115 | 1.4508 | 1.0383 | 1.2196 | 1.5326 | 1.0079 |
Largest Winning Trade | 33776 | 18827 | 33776 | 42358 | 31587 | 42358 |
Largest Losing Trade | -22525 | -6823 | -22525 | -32124 | -9763 | -32124 |
Avg Bars in Trades | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Winners | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Losers | 141 | 136 | 146 | 141 | 136 | 146 |
Bars Traded | 10426 | 5064 | 5362 | 10426 | 5064 | 5362 |
Profit Streak | 0 | 636.1304 | 0 | 0 | 636.1304 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374165 | -250238 | -254415 | 330384 | -244096 | -264436 |
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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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