Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27637.129 | 7349.3547 | 20287.7743 | 29948.0183 | 7819.9275 | 22128.0909 |
Total P&L (%) | 27.6371 | 7.3494 | 20.2878 | 29.948 | 7.8199 | 22.1281 |
Avg Daily Profit (%) | 1.592 | 0.4234 | 1.1687 | 1.5205 | 0.4347 | 1.1582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8748 | -4855 | -7923 | -8635 | -5467 | -7648 |
Profit Factor | 1.7428 | 1.4988 | 1.9029 | 1.7717 | 1.5017 | 1.9529 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.2195 | 46.3415 | 56.0976 | 51.2195 | 46.3415 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.6598 | 1.7354 | 1.4892 | 1.6873 | 1.7389 | 1.5283 |
Largest Winning Trade | 9369 | 4198 | 9369 | 10255 | 4194 | 10255 |
Largest Losing Trade | -3933 | -3933 | -3150 | -4446 | -4446 | -3190 |
Avg Bars in Trades | 278 | 152 | 403 | 278 | 152 | 403 |
Avg Bars in Winners | 304 | 207 | 383 | 304 | 207 | 383 |
Avg Bars in Losers | 250 | 104 | 428 | 250 | 104 | 428 |
Bars Traded | 22796 | 6253 | 16543 | 22796 | 6253 | 16543 |
Profit Streak | 0 | 1.7343 | 0 | 0 | 1.7343 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 104787 | -159147 | 281185 | 111951 | -159032 | 368499 |
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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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