Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42708.3943 | 26784.8379 | 15923.5564 | 42568.7791 | 23863.8169 | 18704.9623 |
Total P&L (%) | 42.7084 | 26.7848 | 15.9236 | 42.5688 | 23.8638 | 18.705 |
Avg Daily Profit (%) | 0.8201 | 0.5143 | 0.3058 | 0.6833 | 0.4118 | 0.3298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11319 | -17644 | -8612 | -14959 | -22797 | -10774 |
Profit Factor | 1.405 | 1.603 | 1.2609 | 1.3358 | 1.4228 | 1.266 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 64.1026 | 65.5172 | 62.7119 | 64.1026 | 65.5172 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.7868 | 0.8437 | 0.7497 | 0.7481 | 0.7488 | 0.7527 |
Largest Winning Trade | 8450 | 8450 | 7455 | 9444 | 9444 | 7674 |
Largest Losing Trade | -22384 | -9372 | -22384 | -22384 | -12288 | -22384 |
Avg Bars in Trades | 208 | 207 | 209 | 208 | 207 | 209 |
Avg Bars in Winners | 165 | 157 | 174 | 165 | 157 | 174 |
Avg Bars in Losers | 285 | 303 | 268 | 285 | 303 | 268 |
Bars Traded | 24417 | 12047 | 12370 | 24417 | 12047 | 12370 |
Profit Streak | 0 | 15.2219 | 0 | 0 | 15.2219 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357342 | -172349 | -179992 | 305130 | -175230 | -177902 |
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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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