Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72809.6077 | 25430.2933 | 47379.3144 | 83917.5705 | 33014.4343 | 50903.1361 |
Total P&L (%) | 72.8096 | 25.4303 | 47.3793 | 83.9176 | 33.0144 | 50.9031 |
Avg Daily Profit (%) | 0.2796 | 0.0977 | 0.1819 | 0.2342 | 0.1096 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18548 | -23215 | -24372 | -34418 | -32162 | -44406 |
Profit Factor | 1.5944 | 1.3462 | 1.9662 | 1.4638 | 1.3242 | 1.6434 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 72.7273 | 70.4545 | 75 | 72.7273 | 70.4545 | 75 |
Ratio Avg Win / Avg Loss | 0.5979 | 0.5645 | 0.6554 | 0.5489 | 0.5553 | 0.5478 |
Largest Winning Trade | 11483 | 11308 | 11483 | 22016 | 19478 | 22016 |
Largest Losing Trade | -18164 | -18164 | -17554 | -31857 | -21506 | -31857 |
Avg Bars in Trades | 278 | 320 | 237 | 278 | 320 | 237 |
Avg Bars in Winners | 170 | 187 | 155 | 170 | 187 | 155 |
Avg Bars in Losers | 566 | 637 | 483 | 566 | 637 | 483 |
Bars Traded | 24535 | 14088 | 10447 | 24535 | 14088 | 10447 |
Profit Streak | 0 | 10.2684 | 0 | 0 | 10.2684 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380905 | -65451 | 315406 | 338232 | -48967 | 296211 |
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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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