Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34380.2651 | 14082.7387 | 20297.5264 | 35937.865 | 12371.057 | 23566.808 |
Total P&L (%) | 34.3803 | 14.0827 | 20.2975 | 35.9379 | 12.3711 | 23.5668 |
Avg Daily Profit (%) | 0.6601 | 0.2704 | 0.3897 | 0.5913 | 0.2242 | 0.4071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20690 | -20569 | -8577 | -26558 | -24247 | -10738 |
Profit Factor | 1.4868 | 1.2685 | 2.1171 | 1.4103 | 1.1879 | 2.0842 |
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 | 1.2282 | 1.0479 | 1.7489 | 1.165 | 0.9813 | 1.7217 |
Largest Winning Trade | 7998 | 6525 | 7998 | 9390 | 8029 | 9390 |
Largest Losing Trade | -8389 | -8389 | -4371 | -10140 | -10140 | -5362 |
Avg Bars in Trades | 284 | 472 | 97 | 284 | 472 | 97 |
Avg Bars in Winners | 204 | 325 | 83 | 204 | 325 | 83 |
Avg Bars in Losers | 381 | 650 | 113 | 381 | 650 | 113 |
Bars Traded | 23919 | 19842 | 4077 | 23919 | 19842 | 4077 |
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 | 318323 | -32041 | 196555 | 285289 | -101135 | 268087 |
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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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