Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58642.8847 | 39065.5248 | 19577.3599 | 57060.7315 | 36927.2328 | 20133.4987 |
Total P&L (%) | 58.6429 | 39.0655 | 19.5774 | 57.0607 | 36.9272 | 20.1335 |
Avg Daily Profit (%) | 0.6755 | 0.45 | 0.2255 | 0.5214 | 0.3627 | 0.2115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43834 | -17577 | -39738 | -58968 | -25684 | -52351 |
Profit Factor | 1.3556 | 1.5436 | 1.2103 | 1.2479 | 1.3559 | 1.1592 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 65.6805 | 68.2353 | 63.0952 | 65.6805 | 68.2353 | 63.0952 |
Ratio Avg Win / Avg Loss | 0.7083 | 0.7186 | 0.7079 | 0.652 | 0.6312 | 0.678 |
Largest Winning Trade | 7790 | 7790 | 5535 | 9547 | 9547 | 7443 |
Largest Losing Trade | -32668 | -9841 | -32668 | -42560 | -14521 | -42560 |
Avg Bars in Trades | 144 | 145 | 143 | 144 | 145 | 143 |
Avg Bars in Winners | 100 | 92 | 109 | 100 | 92 | 109 |
Avg Bars in Losers | 228 | 259 | 202 | 228 | 259 | 202 |
Bars Traded | 24436 | 12378 | 12058 | 24436 | 12378 | 12058 |
Profit Streak | 0 | 0 | 2.6511 | 0 | 0 | 2.6511 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383626 | 278166 | -3238 | 308719 | 203162 | -47903 |
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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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