Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75406.3391 | 15967.6529 | 59438.6862 | 82762.8417 | 19723.7905 | 63039.0512 |
Total P&L (%) | 75.4063 | 15.9677 | 59.4387 | 82.7628 | 19.7238 | 63.0391 |
Avg Daily Profit (%) | 0.5336 | 0.113 | 0.4206 | 0.4276 | 0.1275 | 0.3465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29473 | -24815 | -12730 | -26817 | -21533 | -10614 |
Profit Factor | 1.6345 | 1.2551 | 2.0571 | 1.7426 | 1.3468 | 2.1552 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 54.2169 | 56.0976 | 52.381 | 54.2169 | 56.0976 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3803 | 0.9822 | 1.8701 | 1.4716 | 1.054 | 1.9593 |
Largest Winning Trade | 27190 | 18901 | 27190 | 41150 | 22603 | 41150 |
Largest Losing Trade | -17033 | -17033 | -12730 | -14905 | -14905 | -10400 |
Avg Bars in Trades | 78 | 70 | 87 | 78 | 70 | 87 |
Avg Bars in Winners | 80 | 65 | 96 | 80 | 65 | 96 |
Avg Bars in Losers | 76 | 76 | 77 | 76 | 76 | 77 |
Bars Traded | 6547 | 2876 | 3672 | 6547 | 2876 | 3672 |
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 | 358267 | -54525 | 406489 | 333168 | -30492 | 399144 |
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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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