Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55624.5557 | 35022.1665 | 20602.3892 | 63461.9999 | 35863.6152 | 27598.3847 |
Total P&L (%) | 55.6246 | 35.0222 | 20.6024 | 63.462 | 35.8636 | 27.5984 |
Avg Daily Profit (%) | 0.6408 | 0.4034 | 0.2373 | 0.5677 | 0.3537 | 0.2811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19177 | -19057 | -1625 | -32562 | -32293 | -2524 |
Profit Factor | 1.6969 | 1.5085 | 2.8827 | 1.5323 | 1.3475 | 2.7239 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 53.012 | 53.6585 | 52.381 | 53.012 | 53.6585 | 52.381 |
Ratio Avg Win / Avg Loss | 1.504 | 1.3028 | 2.6206 | 1.3582 | 1.1637 | 2.4762 |
Largest Winning Trade | 11210 | 11210 | 4731 | 16470 | 16470 | 6734 |
Largest Losing Trade | -9397 | -9397 | -1500 | -16447 | -16447 | -2489 |
Avg Bars in Trades | 294 | 567 | 27 | 294 | 567 | 27 |
Avg Bars in Winners | 324 | 618 | 30 | 324 | 618 | 30 |
Avg Bars in Losers | 259 | 507 | 24 | 259 | 507 | 24 |
Bars Traded | 24427 | 23263 | 1165 | 24427 | 23263 | 1165 |
Profit Streak | 0 | 4.7903 | 0 | 0 | 4.7903 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389209 | 273686 | 223023 | 323906 | 225648 | 329329 |
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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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