Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62023.0006 | 36911.2944 | 25111.7062 | 47377.5106 | 36653.4022 | 10724.1083 |
Total P&L (%) | 62.023 | 36.9113 | 25.1117 | 47.3775 | 36.6534 | 10.7241 |
Avg Daily Profit (%) | 0.4465 | 0.2657 | 0.1808 | 0.2796 | 0.2251 | 0.0734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49009 | -19363 | -44199 | -56487 | -23303 | -53643 |
Profit Factor | 1.36 | 1.5194 | 1.2481 | 1.2445 | 1.4707 | 1.0926 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 70.6522 | 69.5652 | 71.7391 | 70.6522 | 69.5652 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.5649 | 0.6648 | 0.4917 | 0.517 | 0.6434 | 0.4304 |
Largest Winning Trade | 11928 | 10147 | 11928 | 10958 | 9320 | 10958 |
Largest Losing Trade | -33027 | -19363 | -33027 | -35891 | -20363 | -35891 |
Avg Bars in Trades | 140 | 139 | 141 | 140 | 139 | 141 |
Avg Bars in Winners | 113 | 115 | 112 | 113 | 115 | 112 |
Avg Bars in Losers | 206 | 195 | 217 | 206 | 195 | 217 |
Bars Traded | 12947 | 6419 | 6528 | 12947 | 6419 | 6528 |
Profit Streak | 0 | 0 | 146.2276 | 0 | 0 | 146.2276 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338372 | 225817 | 163258 | 224358 | 201760 | -356103 |
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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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