Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116560.2583 | 22776.6439 | 93783.6144 | 173488.7424 | 42158.2772 | 131330.4651 |
Total P&L (%) | 116.5603 | 22.7766 | 93.7836 | 173.4887 | 42.1583 | 131.3305 |
Avg Daily Profit (%) | 0.4476 | 0.0875 | 0.3601 | 0.3871 | 0.1352 | 0.3226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27451 | -27451 | -16951 | -42390 | -36935 | -32708 |
Profit Factor | 1.7682 | 1.2253 | 2.8521 | 1.7348 | 1.2861 | 2.4794 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 71.1538 | 65.3846 | 76.9231 | 71.1538 | 65.3846 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.7168 | 0.6487 | 0.8556 | 0.7033 | 0.6809 | 0.7438 |
Largest Winning Trade | 9476 | 8981 | 9476 | 15868 | 15868 | 15300 |
Largest Losing Trade | -27451 | -27451 | -10603 | -36935 | -36935 | -24808 |
Avg Bars in Trades | 237 | 266 | 208 | 237 | 266 | 208 |
Avg Bars in Winners | 154 | 161 | 148 | 154 | 161 | 148 |
Avg Bars in Losers | 441 | 465 | 405 | 441 | 465 | 405 |
Bars Traded | 24700 | 13877 | 10823 | 24700 | 13877 | 10823 |
Profit Streak | 0 | 0 | 15.0384 | 0 | 0 | 15.0384 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439686 | -262725 | -165718 | 418745 | -195734 | -166758 |
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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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