Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29116.3089 | 7627.6364 | 21488.6724 | 31659.4799 | 7023.6625 | 24635.8174 |
Total P&L (%) | 29.1163 | 7.6276 | 21.4887 | 31.6595 | 7.0237 | 24.6358 |
Avg Daily Profit (%) | 0.5591 | 0.1465 | 0.4126 | 0.5295 | 0.1304 | 0.4238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6631 | -6376 | -4984 | -8380 | -7375 | -5849 |
Profit Factor | 1.695 | 1.3269 | 2.1576 | 1.6373 | 1.2509 | 2.136 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.4002 | 1.0961 | 1.7824 | 1.3526 | 1.0334 | 1.7645 |
Largest Winning Trade | 8075 | 7266 | 8075 | 10340 | 7335 | 10340 |
Largest Losing Trade | -3221 | -2682 | -3221 | -3740 | -3644 | -3740 |
Avg Bars in Trades | 290 | 289 | 291 | 290 | 289 | 291 |
Avg Bars in Winners | 325 | 298 | 351 | 325 | 298 | 351 |
Avg Bars in Losers | 248 | 277 | 219 | 248 | 277 | 219 |
Bars Traded | 24397 | 12142 | 12254 | 24397 | 12142 | 12254 |
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 | 311885 | -164174 | 234996 | 306929 | -186022 | 312454 |
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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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