Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113613.6044 | 45873.1358 | 67740.4686 | 122062.2761 | 46846.6475 | 75215.6285 |
Total P&L (%) | 113.6136 | 45.8731 | 67.7405 | 122.0623 | 46.8466 | 75.2156 |
Avg Daily Profit (%) | 0.2181 | 0.0881 | 0.1301 | 0.1533 | 0.0738 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51476 | -41345 | -45498 | -57765 | -42835 | -46767 |
Profit Factor | 1.4511 | 1.3328 | 1.5943 | 1.3935 | 1.2912 | 1.5039 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 72.8155 | 72.549 | 73.0769 | 72.8155 | 72.549 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.5418 | 0.5043 | 0.5874 | 0.5203 | 0.4885 | 0.5541 |
Largest Winning Trade | 15526 | 15526 | 10181 | 22001 | 22001 | 17369 |
Largest Losing Trade | -27947 | -27947 | -23086 | -42080 | -29124 | -42080 |
Avg Bars in Trades | 238 | 251 | 225 | 238 | 251 | 225 |
Avg Bars in Winners | 140 | 153 | 128 | 140 | 153 | 128 |
Avg Bars in Losers | 498 | 509 | 488 | 498 | 509 | 488 |
Bars Traded | 24536 | 12823 | 11713 | 24536 | 12823 | 11713 |
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 | 362073 | -256154 | -196956 | 329448 | -275360 | -227121 |
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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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