Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37387.7412 | 11763.0485 | 25624.6927 | 41075.984 | 12217.9289 | 28858.0551 |
Total P&L (%) | 37.3877 | 11.763 | 25.6247 | 41.076 | 12.2179 | 28.8581 |
Avg Daily Profit (%) | 0.7179 | 0.2259 | 0.492 | 0.663 | 0.2216 | 0.488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12412 | -15599 | -9834 | -14243 | -19062 | -12461 |
Profit Factor | 1.3625 | 1.2157 | 1.5271 | 1.3247 | 1.1832 | 1.4825 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 59.5628 | 58.6957 | 60.4396 | 59.5628 | 58.6957 | 60.4396 |
Ratio Avg Win / Avg Loss | 0.925 | 0.8555 | 0.9996 | 0.8994 | 0.8327 | 0.9703 |
Largest Winning Trade | 6706 | 6706 | 4087 | 7685 | 7685 | 4894 |
Largest Losing Trade | -7462 | -7462 | -4301 | -9171 | -9171 | -5023 |
Avg Bars in Trades | 131 | 105 | 156 | 131 | 105 | 156 |
Avg Bars in Winners | 104 | 81 | 127 | 104 | 81 | 127 |
Avg Bars in Losers | 169 | 140 | 200 | 169 | 140 | 200 |
Bars Traded | 23981 | 9743 | 14239 | 23981 | 9743 | 14239 |
Profit Streak | 0 | 0 | 4.8426 | 0 | 0 | 4.8426 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307191 | -106421 | 267347 | 293791 | -110830 | 256642 |
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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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