Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67769.8568 | 42289.3967 | 25480.4602 | 80961.946 | 49502.6827 | 31459.2633 |
Total P&L (%) | 67.7699 | 42.2894 | 25.4805 | 80.9619 | 49.5027 | 31.4593 |
Avg Daily Profit (%) | 0.7807 | 0.4871 | 0.2935 | 0.6856 | 0.4643 | 0.3156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28410 | -16710 | -20512 | -54377 | -33783 | -38162 |
Profit Factor | 1.421 | 1.5378 | 1.3095 | 1.2726 | 1.3388 | 1.2085 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 41.3146 | 40.566 | 42.0561 | 41.3146 | 40.566 | 42.0561 |
Ratio Avg Win / Avg Loss | 2.0185 | 2.253 | 1.8042 | 1.8076 | 1.9614 | 1.665 |
Largest Winning Trade | 11931 | 11931 | 11493 | 22767 | 22767 | 18974 |
Largest Losing Trade | -6350 | -6350 | -4710 | -13584 | -13584 | -7593 |
Avg Bars in Trades | 115 | 117 | 114 | 115 | 117 | 114 |
Avg Bars in Winners | 191 | 204 | 179 | 191 | 204 | 179 |
Avg Bars in Losers | 62 | 57 | 67 | 62 | 57 | 67 |
Bars Traded | 24702 | 12419 | 12283 | 24702 | 12419 | 12283 |
Profit Streak | 0 | 2.3932 | 0 | 0 | 2.3932 | 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 | 365779 | 111694 | 40792 | 309210 | 83974 | 34484 |
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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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