Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74534.2937 | 46567.0058 | 27967.2879 | 95972.1736 | 55377.1849 | 40594.9887 |
Total P&L (%) | 74.5343 | 46.567 | 27.9673 | 95.9722 | 55.3772 | 40.595 |
Avg Daily Profit (%) | 0.8586 | 0.5364 | 0.3222 | 0.778 | 0.5089 | 0.3933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23614 | -16977 | -15313 | -44731 | -22686 | -27772 |
Profit Factor | 1.8376 | 1.99 | 1.6667 | 1.6618 | 1.7346 | 1.5829 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 53.4091 | 54.5455 | 52.2727 | 53.4091 | 54.5455 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.603 | 1.6583 | 1.5218 | 1.4496 | 1.4455 | 1.4453 |
Largest Winning Trade | 19256 | 19256 | 11190 | 21801 | 21801 | 20196 |
Largest Losing Trade | -5115 | -5115 | -5097 | -9925 | -9925 | -9082 |
Avg Bars in Trades | 274 | 307 | 242 | 274 | 307 | 242 |
Avg Bars in Winners | 392 | 446 | 336 | 392 | 446 | 336 |
Avg Bars in Losers | 139 | 140 | 138 | 139 | 140 | 138 |
Bars Traded | 24192 | 13531 | 10661 | 24192 | 13531 | 10661 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540619 | 408236 | 249728 | 479815 | 365928 | 263610 |
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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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