Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54432.2039 | 21952.2168 | 32479.9871 | 66921.1841 | 24832.6769 | 42088.5072 |
Total P&L (%) | 54.4322 | 21.9522 | 32.48 | 66.9212 | 24.8327 | 42.0885 |
Avg Daily Profit (%) | 1.0452 | 0.4215 | 0.6237 | 0.9886 | 0.4268 | 0.6768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10989 | -17963 | -9026 | -16470 | -26732 | -14049 |
Profit Factor | 1.6734 | 1.4372 | 2.0607 | 1.5523 | 1.3299 | 1.9173 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 72.4638 | 68.1159 | 76.8116 | 72.4638 | 68.1159 | 76.8116 |
Ratio Avg Win / Avg Loss | 0.6359 | 0.6727 | 0.6221 | 0.5899 | 0.6225 | 0.5788 |
Largest Winning Trade | 4797 | 4797 | 4693 | 6584 | 6584 | 5621 |
Largest Losing Trade | -10030 | -10030 | -4374 | -14903 | -14903 | -5966 |
Avg Bars in Trades | 170 | 173 | 168 | 170 | 173 | 168 |
Avg Bars in Winners | 113 | 98 | 127 | 113 | 98 | 127 |
Avg Bars in Losers | 320 | 333 | 303 | 320 | 333 | 303 |
Bars Traded | 23571 | 11969 | 11602 | 23571 | 11969 | 11602 |
Profit Streak | 0 | 11.4693 | 0 | 0 | 11.4693 | 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 | 497328 | -97296 | -90215 | 499952 | -96264 | -89739 |
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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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