Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74861.6047 | 51121.1124 | 23740.4923 | 77395.4858 | 63073.5848 | 14321.901 |
Total P&L (%) | 74.8616 | 51.1211 | 23.7405 | 77.3955 | 63.0736 | 14.3219 |
Avg Daily Profit (%) | 0.5552 | 0.3791 | 0.1761 | 0.426 | 0.3633 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35374 | -17385 | -41717 | -57898 | -27937 | -68459 |
Profit Factor | 1.3306 | 1.5109 | 1.1879 | 1.2291 | 1.4249 | 1.0756 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 46.988 | 46.988 | 46.988 | 46.988 | 46.988 | 46.988 |
Ratio Avg Win / Avg Loss | 1.5012 | 1.7046 | 1.3402 | 1.3867 | 1.6076 | 1.2135 |
Largest Winning Trade | 15998 | 15998 | 14943 | 23338 | 23338 | 17235 |
Largest Losing Trade | -14799 | -6761 | -14799 | -25481 | -10955 | -25481 |
Avg Bars in Trades | 76 | 80 | 72 | 76 | 80 | 72 |
Avg Bars in Winners | 96 | 99 | 94 | 96 | 99 | 94 |
Avg Bars in Losers | 58 | 63 | 53 | 58 | 63 | 53 |
Bars Traded | 12687 | 6658 | 6029 | 12687 | 6658 | 6029 |
Profit Streak | 0 | 0 | 1.9615 | 0 | 0 | 1.9615 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357949 | 254864 | -16247 | 255874 | 259775 | -234432 |
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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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