Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50609.5718 | 19551.0707 | 31058.5011 | 55812.302 | 19940.0291 | 35872.2729 |
Total P&L (%) | 50.6096 | 19.5511 | 31.0585 | 55.8123 | 19.94 | 35.8723 |
Avg Daily Profit (%) | 0.583 | 0.2252 | 0.3578 | 0.5122 | 0.2097 | 0.3537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20071 | -9343 | -10792 | -28265 | -12842 | -15501 |
Profit Factor | 1.5518 | 1.5178 | 1.5756 | 1.4277 | 1.3691 | 1.469 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 48.9583 | 47.9167 | 50 | 48.9583 | 47.9167 | 50 |
Ratio Avg Win / Avg Loss | 1.6178 | 1.6497 | 1.5756 | 1.4884 | 1.4882 | 1.469 |
Largest Winning Trade | 13465 | 8630 | 13465 | 18946 | 10679 | 18946 |
Largest Losing Trade | -8175 | -7294 | -8175 | -12074 | -10167 | -12074 |
Avg Bars in Trades | 252 | 189 | 314 | 252 | 189 | 314 |
Avg Bars in Winners | 334 | 253 | 411 | 334 | 253 | 411 |
Avg Bars in Losers | 172 | 130 | 216 | 172 | 130 | 216 |
Bars Traded | 24192 | 9109 | 15083 | 24192 | 9109 | 15083 |
Profit Streak | 0 | 0 | 5.4375 | 0 | 0 | 5.4375 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368628 | 18216 | 293456 | 292017 | -1387 | 244168 |
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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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