Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63353.1326 | 24438.3235 | 38914.809 | 82196.8324 | 30413.4519 | 51783.3804 |
Total P&L (%) | 63.3531 | 24.4383 | 38.9148 | 82.1968 | 30.4135 | 51.7834 |
Avg Daily Profit (%) | 1.2165 | 0.4692 | 0.7472 | 1.1586 | 0.5112 | 0.8045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12399 | -15785 | -7472 | -19169 | -24191 | -12755 |
Profit Factor | 1.9315 | 1.6103 | 2.3914 | 1.7656 | 1.4843 | 2.1618 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 78.1818 | 76.3636 | 80 | 78.1818 | 76.3636 | 80 |
Ratio Avg Win / Avg Loss | 0.539 | 0.4984 | 0.5979 | 0.4927 | 0.4594 | 0.5405 |
Largest Winning Trade | 5822 | 5822 | 3573 | 8542 | 8542 | 5756 |
Largest Losing Trade | -10135 | -10135 | -7097 | -15349 | -15349 | -12096 |
Avg Bars in Trades | 211 | 220 | 201 | 211 | 220 | 201 |
Avg Bars in Winners | 132 | 130 | 133 | 132 | 130 | 133 |
Avg Bars in Losers | 494 | 509 | 475 | 494 | 509 | 475 |
Bars Traded | 23215 | 12112 | 11103 | 23215 | 12112 | 11103 |
Profit Streak | 0 | 8.8432 | 0 | 0 | 8.8432 | 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 | 566080 | -171762 | -166188 | 568694 | -171275 | -165349 |
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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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