Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80491.3114 | 33224.0258 | 47267.2856 | 116707.2824 | 46764.0227 | 69943.2597 |
Total P&L (%) | 80.4913 | 33.224 | 47.2673 | 116.7073 | 46.764 | 69.9433 |
Avg Daily Profit (%) | 1.5455 | 0.6379 | 0.9076 | 1.4961 | 0.7394 | 1.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9605 | -15375 | -7125 | -16385 | -25341 | -13312 |
Profit Factor | 2.5435 | 2.0464 | 3.3171 | 2.2891 | 1.8566 | 2.946 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 77.907 | 74.4186 | 81.3953 | 77.907 | 74.4186 | 81.3953 |
Ratio Avg Win / Avg Loss | 0.7213 | 0.7035 | 0.7582 | 0.6491 | 0.6382 | 0.6734 |
Largest Winning Trade | 5608 | 5608 | 4067 | 8611 | 8611 | 7049 |
Largest Losing Trade | -8572 | -8572 | -6630 | -13939 | -13939 | -12398 |
Avg Bars in Trades | 270 | 283 | 256 | 270 | 283 | 256 |
Avg Bars in Winners | 173 | 158 | 186 | 173 | 158 | 186 |
Avg Bars in Losers | 611 | 647 | 562 | 611 | 647 | 562 |
Bars Traded | 23222 | 12189 | 11033 | 23222 | 12189 | 11033 |
Profit Streak | 0 | 16.8766 | 0 | 0 | 16.8766 | 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 | 631292 | 409773 | 616572 | 612071 | 471126 | 641019 |
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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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