Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69899.8928 | 5765.0931 | 64134.7997 | 72309.8677 | 1404.5826 | 70905.2852 |
Total P&L (%) | 69.8999 | 5.7651 | 64.1348 | 72.3099 | 1.4046 | 70.9053 |
Avg Daily Profit (%) | 0.2684 | 0.0221 | 0.2463 | 0.2092 | 0.0054 | 0.206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34805 | -21335 | -22872 | -82669 | -42593 | -58852 |
Profit Factor | 1.4617 | 1.0957 | 1.7038 | 1.2463 | 1.0132 | 1.3793 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 60.6742 | 53.3333 | 68.1818 | 60.6742 | 53.3333 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.9474 | 0.9587 | 0.7951 | 0.8078 | 0.8865 | 0.6437 |
Largest Winning Trade | 15536 | 10849 | 15536 | 21623 | 13807 | 21623 |
Largest Losing Trade | -16901 | -16901 | -16143 | -33260 | -23199 | -33260 |
Avg Bars in Trades | 268 | 132 | 408 | 268 | 132 | 408 |
Avg Bars in Winners | 182 | 95 | 252 | 182 | 95 | 252 |
Avg Bars in Losers | 401 | 174 | 742 | 401 | 174 | 742 |
Bars Traded | 23926 | 5958 | 17968 | 23926 | 5958 | 17968 |
Profit Streak | 0 | 0 | 20.6329 | 0 | 0 | 20.6329 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281885 | -446943 | 365560 | 216499 | -560051 | 311475 |
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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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