Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72737.8746 | 12387.7652 | 60350.1094 | 83598.8742 | 10188.0713 | 73410.8029 |
Total P&L (%) | 72.7379 | 12.3878 | 60.3501 | 83.5989 | 10.1881 | 73.4108 |
Avg Daily Profit (%) | 0.2793 | 0.0476 | 0.2317 | 0.2336 | 0.0373 | 0.2116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26738 | -15727 | -15567 | -56872 | -34089 | -31026 |
Profit Factor | 1.7015 | 1.2229 | 2.2543 | 1.4358 | 1.0987 | 1.8282 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 55 | 53.3333 | 56.6667 | 55 | 53.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.3922 | 1.07 | 1.7239 | 1.1748 | 0.9614 | 1.398 |
Largest Winning Trade | 21176 | 9834 | 21176 | 23287 | 19475 | 23287 |
Largest Losing Trade | -14719 | -10158 | -14719 | -29228 | -21824 | -29228 |
Avg Bars in Trades | 384 | 390 | 378 | 384 | 390 | 378 |
Avg Bars in Winners | 310 | 356 | 266 | 310 | 356 | 266 |
Avg Bars in Losers | 475 | 430 | 525 | 475 | 430 | 525 |
Bars Traded | 23085 | 11719 | 11366 | 23085 | 11719 | 11366 |
Profit Streak | 0 | 0 | 20.7556 | 0 | 0 | 20.7556 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163835 | -222272 | 414507 | -165425 | -417640 | 361865 |
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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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