Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78167.5128 | 25626.6941 | 52540.8186 | 94372.9655 | 33220.7037 | 61152.2618 |
Total P&L (%) | 78.1675 | 25.6267 | 52.5408 | 94.373 | 33.2207 | 61.1523 |
Avg Daily Profit (%) | 0.3002 | 0.0984 | 0.2018 | 0.2555 | 0.1102 | 0.1834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33485 | -8863 | -27748 | -64652 | -14598 | -54457 |
Profit Factor | 1.7511 | 1.7252 | 1.7644 | 1.4846 | 1.5268 | 1.4643 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 71.9101 | 68.8889 | 75 | 71.9101 | 68.8889 | 75 |
Ratio Avg Win / Avg Loss | 0.684 | 0.7791 | 0.5881 | 0.5799 | 0.6895 | 0.4881 |
Largest Winning Trade | 11302 | 6577 | 11302 | 16725 | 7754 | 16725 |
Largest Losing Trade | -19971 | -8863 | -19971 | -37675 | -14598 | -37675 |
Avg Bars in Trades | 273 | 113 | 438 | 273 | 113 | 438 |
Avg Bars in Winners | 181 | 69 | 286 | 181 | 69 | 286 |
Avg Bars in Losers | 512 | 211 | 894 | 512 | 211 | 894 |
Bars Traded | 24384 | 5095 | 19289 | 24384 | 5095 | 19289 |
Profit Streak | 0 | 0 | 5.1092 | 0 | 0 | 5.1092 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395253 | -63488 | 347707 | 345628 | -47769 | 321461 |
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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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