Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52115.9189 | 28535.4847 | 23580.4342 | 57448.165 | 31487.6479 | 25960.5171 |
Total P&L (%) | 52.1159 | 28.5355 | 23.5804 | 57.4482 | 31.4876 | 25.9605 |
Avg Daily Profit (%) | 0.6742 | 0.3692 | 0.3051 | 0.589 | 0.3548 | 0.299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23137 | -21829 | -16527 | -24996 | -26556 | -18835 |
Profit Factor | 1.4405 | 1.4646 | 1.4144 | 1.4486 | 1.4742 | 1.421 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 75.2212 | 75 | 75.4386 | 75.2212 | 75 | 75.4386 |
Ratio Avg Win / Avg Loss | 0.4745 | 0.4882 | 0.4605 | 0.4772 | 0.4914 | 0.4626 |
Largest Winning Trade | 7975 | 7975 | 6181 | 9563 | 9563 | 8003 |
Largest Losing Trade | -12039 | -12039 | -11011 | -13761 | -13761 | -12123 |
Avg Bars in Trades | 189 | 180 | 198 | 189 | 180 | 198 |
Avg Bars in Winners | 136 | 116 | 156 | 136 | 116 | 156 |
Avg Bars in Losers | 351 | 373 | 330 | 351 | 373 | 330 |
Bars Traded | 21431 | 10098 | 11333 | 21431 | 10098 | 11333 |
Profit Streak | 0 | 26.0026 | 0 | 0 | 26.0026 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418606 | -171923 | -175601 | 406960 | -171725 | -174580 |
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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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