Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46136.7988 | 7414.6695 | 38722.1293 | 47235.6445 | 9207.5135 | 38028.131 |
Total P&L (%) | 46.1368 | 7.4147 | 38.7221 | 47.2356 | 9.2075 | 38.0281 |
Avg Daily Profit (%) | 0.5315 | 0.0854 | 0.4461 | 0.4466 | 0.1015 | 0.3719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27307 | -17447 | -19918 | -30429 | -18414 | -23176 |
Profit Factor | 1.4732 | 1.1632 | 1.7436 | 1.4498 | 1.1993 | 1.6466 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 55.0459 | 53.7037 | 56.3636 | 55.0459 | 53.7037 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.2031 | 1.0028 | 1.3499 | 1.184 | 1.0339 | 1.2748 |
Largest Winning Trade | 24812 | 3980 | 24812 | 29983 | 5736 | 29983 |
Largest Losing Trade | -15447 | -5940 | -15447 | -18030 | -6045 | -18030 |
Avg Bars in Trades | 220 | 204 | 236 | 220 | 204 | 236 |
Avg Bars in Winners | 183 | 185 | 180 | 183 | 185 | 180 |
Avg Bars in Losers | 265 | 226 | 307 | 265 | 226 | 307 |
Bars Traded | 24020 | 11039 | 12981 | 24020 | 11039 | 12981 |
Profit Streak | 0 | 16.2554 | 0 | 0 | 16.2554 | 0 |
Trades During Streak | 0 | 9 | 0 | 0 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321018 | -465193 | -171594 | 293282 | -404321 | -172476 |
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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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