Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57881.841 | 29270.498 | 28611.343 | 67317.9886 | 35564.9734 | 31753.0152 |
Total P&L (%) | 57.8818 | 29.2705 | 28.6113 | 67.318 | 35.565 | 31.753 |
Avg Daily Profit (%) | 0.7488 | 0.3787 | 0.3701 | 0.6681 | 0.3944 | 0.3574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20433 | -14805 | -18998 | -30973 | -15563 | -30661 |
Profit Factor | 1.4209 | 1.4268 | 1.415 | 1.4053 | 1.4409 | 1.3716 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 65.4545 | 60.9756 | 69.8795 | 65.4545 | 60.9756 | 69.8795 |
Ratio Avg Win / Avg Loss | 0.7499 | 0.9131 | 0.6099 | 0.7417 | 0.9222 | 0.5912 |
Largest Winning Trade | 9951 | 9951 | 5682 | 13647 | 13647 | 7246 |
Largest Losing Trade | -9200 | -8144 | -9200 | -14694 | -10255 | -14694 |
Avg Bars in Trades | 132 | 125 | 138 | 132 | 125 | 138 |
Avg Bars in Winners | 104 | 98 | 109 | 104 | 98 | 109 |
Avg Bars in Losers | 184 | 168 | 204 | 184 | 168 | 204 |
Bars Traded | 21816 | 10328 | 11487 | 21816 | 10328 | 11487 |
Profit Streak | 0 | 24.5957 | 0 | 0 | 24.5957 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415822 | 69642 | 198241 | 410203 | 97740 | 194819 |
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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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