Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190825.4771 | 84205.2548 | 106620.2223 | 344449.3958 | 164816.8364 | 179632.5594 |
Total P&L (%) | 190.8255 | 84.2053 | 106.6202 | 344.4494 | 164.8168 | 179.6326 |
Avg Daily Profit (%) | 0.3664 | 0.1617 | 0.2047 | 0.2868 | 0.1872 | 0.1976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61907 | -40524 | -34344 | -134446 | -76597 | -90714 |
Profit Factor | 1.7807 | 1.5778 | 2.0802 | 1.645 | 1.5729 | 1.7293 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 62.963 | 58.5366 | 67.5 | 62.963 | 58.5366 | 67.5 |
Ratio Avg Win / Avg Loss | 1.0475 | 1.1176 | 1.0016 | 0.9677 | 1.1141 | 0.8326 |
Largest Winning Trade | 23295 | 23295 | 20461 | 59045 | 59045 | 46295 |
Largest Losing Trade | -25862 | -25862 | -15920 | -79272 | -58223 | -79272 |
Avg Bars in Trades | 302 | 315 | 288 | 302 | 315 | 288 |
Avg Bars in Winners | 210 | 195 | 223 | 210 | 195 | 223 |
Avg Bars in Losers | 458 | 484 | 425 | 458 | 484 | 425 |
Bars Traded | 24474 | 12918 | 11556 | 24474 | 12918 | 11556 |
Profit Streak | 0 | 0 | 18.2748 | 0 | 0 | 18.2748 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3579 | 347352 | 460668 | -6187 | 354104 | 374113 |
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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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