Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66842.2597 | 33014.4338 | 33827.8259 | 59293.4411 | 50238.9992 | 9054.4419 |
Total P&L (%) | 66.8423 | 33.0144 | 33.8278 | 59.2934 | 50.239 | 9.0544 |
Avg Daily Profit (%) | 0.2567 | 0.1268 | 0.1299 | 0.1789 | 0.1564 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33457 | -22808 | -26936 | -51839 | -27293 | -57673 |
Profit Factor | 1.4454 | 1.4919 | 1.4078 | 1.2587 | 1.5688 | 1.0643 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 75.9494 | 74.359 | 77.5 | 75.9494 | 74.359 | 77.5 |
Ratio Avg Win / Avg Loss | 0.4577 | 0.5144 | 0.4087 | 0.3986 | 0.541 | 0.309 |
Largest Winning Trade | 17666 | 8760 | 17666 | 18990 | 14843 | 18990 |
Largest Losing Trade | -26936 | -22808 | -26936 | -50058 | -26209 | -50058 |
Avg Bars in Trades | 303 | 318 | 289 | 303 | 318 | 289 |
Avg Bars in Winners | 164 | 181 | 148 | 164 | 181 | 148 |
Avg Bars in Losers | 743 | 716 | 772 | 743 | 716 | 772 |
Bars Traded | 23987 | 12422 | 11565 | 23987 | 12422 | 11565 |
Profit Streak | 0 | 50.234 | 0 | 0 | 50.234 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21830 | -23642 | -21107 | -24139 | 337569 | -463507 |
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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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