Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56133.0945 | 8208.2098 | 47924.8848 | 59041.6393 | 5497.2439 | 53544.3954 |
Total P&L (%) | 56.1331 | 8.2082 | 47.9249 | 59.0416 | 5.4972 | 53.5444 |
Avg Daily Profit (%) | 0.6466 | 0.0946 | 0.5521 | 0.5359 | 0.0617 | 0.4952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23402 | -14329 | -19116 | -29643 | -17248 | -23389 |
Profit Factor | 1.5 | 1.1476 | 1.8459 | 1.4495 | 1.0845 | 1.808 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 53.75 | 50 | 57.5 | 53.75 | 50 | 57.5 |
Ratio Avg Win / Avg Loss | 1.2907 | 1.1476 | 1.3643 | 1.2473 | 1.0845 | 1.3363 |
Largest Winning Trade | 23894 | 10698 | 23894 | 30672 | 11645 | 30672 |
Largest Losing Trade | -13479 | -9912 | -13479 | -16090 | -11915 | -16090 |
Avg Bars in Trades | 307 | 297 | 318 | 307 | 297 | 318 |
Avg Bars in Winners | 333 | 343 | 324 | 333 | 343 | 324 |
Avg Bars in Losers | 277 | 250 | 308 | 277 | 250 | 308 |
Bars Traded | 24606 | 11886 | 12720 | 24606 | 11886 | 12720 |
Profit Streak | 1.214 | 0 | 5.6237 | 1.214 | 0 | 5.6237 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16172 | -292575 | 437486 | -17233 | -405885 | 432502 |
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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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