Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70652.1931 | 19372.4449 | 51279.7481 | 83614.5085 | 22236.7719 | 61377.7366 |
Total P&L (%) | 70.6522 | 19.3724 | 51.2797 | 83.6145 | 22.2368 | 61.3777 |
Avg Daily Profit (%) | 0.8139 | 0.2232 | 0.5907 | 0.7025 | 0.2316 | 0.5528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25646 | -16834 | -16883 | -30481 | -20164 | -20121 |
Profit Factor | 1.5441 | 1.2778 | 1.8529 | 1.5557 | 1.2728 | 1.8901 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 44.2623 | 42.623 | 45.9016 | 44.2623 | 42.623 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.9444 | 1.7202 | 2.1838 | 1.959 | 1.7134 | 2.2276 |
Largest Winning Trade | 22381 | 15465 | 22381 | 32722 | 15750 | 32722 |
Largest Losing Trade | -6149 | -6149 | -5709 | -8121 | -8121 | -7284 |
Avg Bars in Trades | 203 | 212 | 193 | 203 | 212 | 193 |
Avg Bars in Winners | 323 | 345 | 303 | 323 | 345 | 303 |
Avg Bars in Losers | 107 | 114 | 100 | 107 | 114 | 100 |
Bars Traded | 24781 | 12978 | 11803 | 24781 | 12978 | 11803 |
Profit Streak | 0 | 1.6825 | 0 | 0 | 1.6825 | 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 | 417377 | -167558 | -151991 | 389479 | -165608 | -151570 |
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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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