Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24694.6297 | 650.0967 | 24044.533 | 26264.6453 | 1093.7004 | 25170.945 |
Total P&L (%) | 24.6946 | 0.6501 | 24.0445 | 26.2646 | 1.0937 | 25.1709 |
Avg Daily Profit (%) | 0.4742 | 0.0125 | 0.4617 | 0.4488 | 0.0209 | 0.432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -7172 | -4083 | -6638 | -7721 | -4395 | -7119 |
Profit Factor | 1.7922 | 1.1016 | 1.9705 | 1.771 | 1.1564 | 1.9297 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 14 | 29 | 43 | 14 | 29 |
Losing Trades | 50 | 33 | 17 | 50 | 33 | 17 |
Profitability (%) | 46.2366 | 29.7872 | 63.0435 | 46.2366 | 29.7872 | 63.0435 |
Ratio Avg Win / Avg Loss | 2.0839 | 2.5967 | 1.1551 | 2.0593 | 2.7259 | 1.1312 |
Largest Winning Trade | 8137 | 2990 | 8137 | 8834 | 3511 | 8834 |
Largest Losing Trade | -4090 | -822 | -4090 | -4419 | -881 | -4419 |
Avg Bars in Trades | 239 | 2 | 481 | 239 | 2 | 481 |
Avg Bars in Winners | 250 | 3 | 369 | 250 | 3 | 369 |
Avg Bars in Losers | 230 | 2 | 671 | 230 | 2 | 671 |
Bars Traded | 22283 | 134 | 22149 | 22283 | 134 | 22149 |
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 | 237952 | -459416 | 298172 | 240050 | -387916 | 309692 |
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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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