Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115929.2128 | 22204.7625 | 93724.4503 | 114951.6646 | 22336.8353 | 92614.8293 |
Total P&L (%) | 115.9292 | 22.2048 | 93.7245 | 114.9517 | 22.3368 | 92.6148 |
Avg Daily Profit (%) | 0.2226 | 0.0426 | 0.18 | 0.147 | 0.0387 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49286 | -28190 | -50566 | -57695 | -29944 | -59075 |
Profit Factor | 1.6096 | 1.304 | 1.8003 | 1.5126 | 1.2712 | 1.6528 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 57.4074 | 48.1481 | 66.6667 | 57.4074 | 48.1481 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1942 | 1.4043 | 0.9002 | 1.1223 | 1.3689 | 0.8264 |
Largest Winning Trade | 19903 | 13142 | 19903 | 21416 | 10602 | 21416 |
Largest Losing Trade | -49286 | -23290 | -49286 | -57695 | -24956 | -57695 |
Avg Bars in Trades | 224 | 95 | 353 | 224 | 95 | 353 |
Avg Bars in Winners | 184 | 78 | 261 | 184 | 78 | 261 |
Avg Bars in Losers | 278 | 110 | 538 | 278 | 110 | 538 |
Bars Traded | 24226 | 5131 | 19095 | 24226 | 5131 | 19095 |
Profit Streak | 0 | 0 | 34.8649 | 0 | 0 | 34.8649 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375424 | -322617 | -169384 | 190923 | -327952 | -202005 |
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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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