Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32483.6666 | 21415.4967 | 11068.1699 | 35852.7817 | 23199.0277 | 12653.754 |
Total P&L (%) | 32.4837 | 21.4155 | 11.0682 | 35.8528 | 23.199 | 12.6538 |
Avg Daily Profit (%) | 1.8712 | 1.2336 | 0.6376 | 1.7807 | 1.209 | 0.6887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14316 | -10145 | -7762 | -18604 | -13393 | -9485 |
Profit Factor | 1.6115 | 1.7896 | 1.4257 | 1.5461 | 1.6784 | 1.4023 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 56.4886 | 61.5385 | 51.5152 | 56.4886 | 61.5385 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.2413 | 1.1185 | 1.3418 | 1.1909 | 1.049 | 1.3198 |
Largest Winning Trade | 8939 | 8939 | 4473 | 9455 | 9455 | 4524 |
Largest Losing Trade | -7250 | -7250 | -4106 | -9588 | -9588 | -5016 |
Avg Bars in Trades | 189 | 184 | 193 | 189 | 184 | 193 |
Avg Bars in Winners | 174 | 169 | 180 | 174 | 169 | 180 |
Avg Bars in Losers | 207 | 206 | 208 | 207 | 206 | 208 |
Bars Traded | 24760 | 11963 | 12797 | 24760 | 11963 | 12797 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422976 | -122888 | -245928 | 418277 | -121935 | -196582 |
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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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