Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76522.7614 | 48877.9755 | 27644.7859 | 84454.4064 | 45129.8631 | 39324.5432 |
Total P&L (%) | 76.5228 | 48.878 | 27.6448 | 84.4544 | 45.1299 | 39.3245 |
Avg Daily Profit (%) | 0.8815 | 0.563 | 0.3185 | 0.7077 | 0.43 | 0.3828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51892 | -28074 | -25915 | -45474 | -23652 | -23157 |
Profit Factor | 1.5375 | 1.6808 | 1.3918 | 1.6216 | 1.6505 | 1.5913 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 39.8693 | 38.961 | 40.7895 | 39.8693 | 38.961 | 40.7895 |
Ratio Avg Win / Avg Loss | 2.3189 | 2.6332 | 2.0203 | 2.4456 | 2.5858 | 2.31 |
Largest Winning Trade | 40863 | 40863 | 20815 | 38559 | 38559 | 32375 |
Largest Losing Trade | -8532 | -4443 | -8532 | -8835 | -6562 | -8835 |
Avg Bars in Trades | 160 | 163 | 158 | 160 | 163 | 158 |
Avg Bars in Winners | 261 | 285 | 238 | 261 | 285 | 238 |
Avg Bars in Losers | 93 | 84 | 103 | 93 | 84 | 103 |
Bars Traded | 24616 | 12569 | 12047 | 24616 | 12569 | 12047 |
Profit Streak | 0 | 0 | 3.7767 | 0 | 0 | 3.7767 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373752 | -35444 | -47885 | 358059 | -37251 | -45078 |
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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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