Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57022.5805 | 22930.0111 | 34092.5694 | 71042.8353 | 26730.9498 | 44311.8855 |
Total P&L (%) | 57.0226 | 22.93 | 34.0926 | 71.0428 | 26.731 | 44.3119 |
Avg Daily Profit (%) | 1.0949 | 0.4403 | 0.6546 | 1.0359 | 0.4559 | 0.7068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12544 | -17157 | -8870 | -18718 | -24815 | -13786 |
Profit Factor | 1.8168 | 1.5531 | 2.2022 | 1.6821 | 1.433 | 2.0446 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 71.4286 | 69.6429 | 73.2143 | 71.4286 | 69.6429 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.7267 | 0.677 | 0.8057 | 0.6728 | 0.6247 | 0.748 |
Largest Winning Trade | 7411 | 7411 | 3775 | 10089 | 10089 | 5809 |
Largest Losing Trade | -10581 | -10581 | -7703 | -15563 | -15563 | -12052 |
Avg Bars in Trades | 210 | 214 | 206 | 210 | 214 | 206 |
Avg Bars in Winners | 142 | 132 | 151 | 142 | 132 | 151 |
Avg Bars in Losers | 380 | 403 | 355 | 380 | 403 | 355 |
Bars Traded | 23563 | 12009 | 11554 | 23563 | 12009 | 11554 |
Profit Streak | 0 | 2.2206 | 0 | 0 | 2.2206 | 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 | 507789 | -176736 | -168653 | 527736 | -175802 | -167880 |
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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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