Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35025.9794 | 8498.0826 | 26527.8968 | 39090.5225 | 9229.4757 | 29861.0468 |
Total P&L (%) | 35.026 | 8.4981 | 26.5279 | 39.0905 | 9.2295 | 29.861 |
Avg Daily Profit (%) | 0.6725 | 0.1632 | 0.5094 | 0.6356 | 0.1697 | 0.503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10102 | -8418 | -8056 | -14629 | -12289 | -9531 |
Profit Factor | 1.5591 | 1.2656 | 1.8653 | 1.4972 | 1.2279 | 1.7831 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 55.4745 | 53.6232 | 57.3529 | 55.4745 | 53.6232 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.2514 | 1.0946 | 1.387 | 1.2017 | 1.062 | 1.3259 |
Largest Winning Trade | 6448 | 5513 | 6448 | 7745 | 6821 | 7745 |
Largest Losing Trade | -4770 | -4770 | -4264 | -7030 | -7030 | -6093 |
Avg Bars in Trades | 174 | 187 | 160 | 174 | 187 | 160 |
Avg Bars in Winners | 154 | 148 | 160 | 154 | 148 | 160 |
Avg Bars in Losers | 198 | 233 | 161 | 198 | 233 | 161 |
Bars Traded | 23866 | 12951 | 10915 | 23866 | 12951 | 10915 |
Profit Streak | 0 | 0 | 3.3025 | 0 | 0 | 3.3025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358419 | -261587 | -101594 | 336425 | -262040 | -101788 |
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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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